I need to get around to writing that programming language I've been meaning to write. How do you kids do it these days? I've been out of the loop for over a decade; are you doing it any differently now than we did back in the pre-internet, pre-windows days? You know, back when "real" coders coded in C, used the command line, and quibbled over which shell was superior?
Just to clarify, I mean, not how do you DESIGN a language (that I can figure out fairly easily) but how do you build the compiler and standard libraries and so forth? What tools do you kids use these days?
One consideration that's new since the punched card era is the existence of virtual machines already bountifully provided with "standard libraries." Targeting the JVM or the .NET CLR instead of ye olde "language walled garden" saves you a lot of bootstrapping. If you're creating a compiled language, you may also find Java byte code or MSIL an easier compile target than machine code (of course, if you're in this for the fun of creating a tight optimising compiler then you'll see this as a bug rather than a feature).
On the negative side, the idioms of the JVM or CLR may not be what you want for your language. So you may still end up building "standard libraries" just to provide idiomatic interfaces over the platform facility. (An example is that every languages and its dog seems to provide its own method for writing to the console, rather than leaving users to manually call System.out.println or Console.WriteLine.) Nevertheless, it enables an incremental development of the idiomatic libraries, and means that the more obscure libraries for which you never get round to building idiomatic interfaces are still accessible even if in an ugly way.
If you're considering an interpreted language, .NET also has support for efficient interpretation via the Dynamic Language Runtime (DLR). (I don't know if there's an equivalent for the JVM.) This should help free you up to focus on the language design without having to worry so much about the optimisation of the interpreter.
I've written two compilers now in Haskell for small domain-specific languages, and have found it to be an incredibly productive experience. The parsec library makes playing with syntax easy, and interpreters are very simple to write over a Haskell data structure. There is a description of writing a Lisp interpreter in Haskell that I found helpful.
If you are interested in a high-performance backend, I recommend LLVM. It has a concise and elegant byte-code and the best x86/amd64 generating backend you can find. There is an optional garbage collector, and some experimental backends that target the JVM and CLR.
You can write a compiler in any language that produces LLVM bytecode. If you are adventurous enough to learn Haskell but want LLVM, there are a set of Haskell-LLVM bindings.
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