In a heterogeneous mix of tools, getting the channel right is a big part of the challenge. Lots of the interactivity is going to be client-specific (i.e. what's possible / attractive in Eclipse is different from Emacs/vim/TextMate), but the channel underneath is a big enabler.
Would love to hear what you have in mind specifically, if only to see if there's a vector I'm not considering that I should be.
I was thinking of using a browser, as you'd get images, tables and so forth for free. The Ace code editor could be used for the prompt, which would provide syntax highlighting and indent rules for the prompt.
http://re-factor.blogspot.com/2010/09/visual-repl.html
I've been meaning to write something like Factor's REPL for Clojure, but haven't gotten around to it yet.