Great suggestions here. I would like to add another: Language choice. I happen to fancy Common Lisp but any language with a good REPL experience works. I like

Great suggestions here. I would like to add another: Language choice. I happen to fancy Common Lisp but any language with a good REPL experience works. I like to play with small bits of code interactively in a REPL and when things works copy to a source file. Tools like Slime also help. Python with the old Emacs Python bindings works well because you can load an entire source file and then re-evaluate individual function definitions as you modify them. This may seem similar to what you can do in a Jupiter notebook but I find Emacs + Python bindings better. Haskell also lends itself to REPL driven development.