Have you looked at paxScript.NET?
Check out the Mono project. They recently demoed CsharpRepl which sounds like what you're after. The PDC 2008 video here.
On alternative possibility is to include the Mono C# compiler (sources here) in your project and use it to generate assemblies that you load from the file system. It you are worried about the resources required to load all those assemblies you might have to load them in a separate AppDomain.
I need to evaluate 10000+ small scripts that are all differents, compiling all of them would be just dramatically slow
Interpretting these would be even more painfully slow. We have a similar issue that we address as follows:
We use the Gold Parser project to parse source code and convert it to an XML based 'generic language'. We run this through a transform that generates VB.Net source code (simply because it's case insensitive). We then compile these using the .Net runtime into a standalone DLL, and call this using heavily restricted access.
It sounds as though you are creating something like a dynamic website where people can create custom modules or snippets of functionality, but using C# to do this introduces a couple of main problems; C# has to be compiled, and the only way around this is to interpet it at runtime, and this is unfeasible, and even if you do compile each snippet then you end up with 10,000 DLLs, which is impractical and unusable.
If your snippets are rarely changing, then I would consider programatically wrapping them into a single set of source, with each having a unique name, then compile them in a single shot (or as a timed process every 10mins?). This is what we do, as it also allows 'versioning' of peoples sessions so they continue using the version of DLL they had at the start of their session, but when every session stops using an old version then it's removed.
If your snippets change regularly throughout the day then I would suggest you look at an interpretted scripting language instead, even PHP, and mix your languages depending on the functionality you require. Products such as CScript and LinqPad all use the CodeDomProvider, because you have to have IMSL somewhere if you want to program compiled logic.
The only other option is to write your own interpretter and use reflection to access all the other libraries you need to access, but this is extremely complex and horrible.
As your requirements are effectively unachievable, I would suggest you take a step back and figure out a way of removing one or more restrictions. Whether you find a FullTrust environment to compile your snippets in, remove the need for full code support (i.e. move to interpretted code snippet support), or even change the whole framework to something non .Net.
LINQPad can work as a code snippet IDE. The application is very small and lightweight. It is free (as in beer) but not open-source. Autocompletion costs extra but not much ($19).
Edit: after reading over the comments in this post a little more carefully, I don't think LINQPad is what you want. You need something that can programmatically evaluate thousands of little scripts dynamically, right? I did this at work using Iron Ruby very easily. If you're willing to use a DLR language, this would probably be more feasible. I also did some similar work with some code that could evaluate a C# lambda expression passed in as a string but that was extremely limited.
I have written an open source project, Dynamic Expresso, that can convert text expression written using a C# syntax into delegates (or expression tree). Expressions are parsed and transformed into Expression Trees without using compilation or reflection.
You can write something like:
var interpreter = new Interpreter();
var result = interpreter.Eval("8 / 2 + 2");
or
var interpreter = new Interpreter()
.SetVariable("service", new ServiceExample());
string expression = "x > 4 ? service.SomeMethod() : service.AnotherMethod()";
Lambda parsedExpression = interpreter.Parse(expression,
new Parameter("x", typeof(int)));
parsedExpression.Invoke(5);
My work is based on Scott Gu article http://weblogs.asp.net/scottgu/archive/2008/01/07/dynamic-linq-part-1-using-the-linq-dynamic-query-library.aspx .
or http://www.csscript.net/ Oleg was writing a good intro at code project
It doesn't handle exact C# syntax, but PowerShell is so well enmeshed with the .NET framework and is such a mature product, I think you would be unwise to ignore it as at least a possible solution. Most server products being put out by Microsoft are now supporting PowerShell for their scripting interface including Microsoft Exchange and Microsoft SQL Server.
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