There is a Groovy Eclipse plugin avaiable for editing and running groovy scripts from inside Eclipse. Its currently in the groovy-eclipse CVS module.
There's also more up to date details on working with the plugin here
The plugin provides a Groovy editor for editing scripts or classes in Groovy. You can also use the editor as a kind of shell / scrapbook. If you install the plugin and associate it with *.groovy files, then you can right click on any groovy file and run it as Groovy directly from the menu. Or you can type in some groovy, highlight it in the editor and right click -> Evaluate Groovy.