Immediate Window

used at design time
displayed from (Debug > Windows > Immediate)

Can be used to run commands immediately
? sValue
If a variable has not been initialised then Nothing will be displayed as the value in this window.

You can also type formulas and statements

Trace.TraceInformation("some text") //puts text in the immediate window 

It is possible to change the value of variables in the following windows:
Immediate, Watch, Locals, Autos
this means you can test code changes by changing the variable at run-time.