I, too, look forward to that day. I really don't know how the Python guys do it without an interactive IDE that has REPL capabilities.
The closest things for R users are: Yhat Rodeo, SublimeText, and Sypder.
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Yhat has the looks of RStudio, that's about it. It does not even have the basic REPL capabilities. For example, if you send a script over to console, your can't recall it with an up arrow, only the codes you typed in console.
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SublimeText is a little better, keybinding requires understanding of JSON, not hard. You must invoke Python kernel at startup every time, because it's for general purpose, not just Python.
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Spyder looks like in early development stage still. You need to launch it from terminal. If you have Anaconda installed, you can open it up, and launch Spyder there.