CoffeeScript's now up to 0.1.3, which includes --interactive to launch a CoffeeScript REPL, and --run to compile and execute scripts in a single pass. Both options depend on a working Narwhal installation.
Sweet! Now, add a minifying pass after compilation for deployment and you'll have created a dream platform for client-side scripting (-: edit: another suggestion since one of your goals is terseness: you may want to alias "prototype" to "proto". edit2: as much as I like the column for asignment (present in both JS itself and Ruby 1.9), I'm not really fan of the +:, -:, etc. combined operators, at least in a math cont…
Underscore is going to stay unrelated, but there's no reason that you couldn't use it from CoffeeScript, to great effect.