When writing multi-statements I keep rerunning what I wrote to see if I am on track. However, to actually see what is the result/response/value of the last thing I wrote, I keep adding ".Dump()" to last item, and then remove it and continue to the next statement.

I think LinqPad should automatically dump the last statement (as an option). Moreover, it might be nice to be also configured something like "Only auto-dump if nothing else is dumped in the query".