sbt 

Here’s build.sbt to test Scalaz 7.1.0:

scalaVersion := "2.11.2"

val scalazVersion = "7.1.0"

libraryDependencies ++= Seq(
  "org.scalaz" %% "scalaz-core" % scalazVersion,
  "org.scalaz" %% "scalaz-effect" % scalazVersion,
  "org.scalaz" %% "scalaz-typelevel" % scalazVersion,
  "org.scalaz" %% "scalaz-scalacheck-binding" % scalazVersion % "test"
)

scalacOptions += "-feature"

initialCommands in console := "import scalaz._, Scalaz._"

All you have to do now is open the REPL using sbt 0.13.0:

$ sbt console
...
[info] downloading http://repo1.maven.org/maven2/org/scalaz/scalaz-core_2.10/7.0.5/scalaz-core_2.10-7.0.5.jar ...
import scalaz._
import Scalaz._
Welcome to Scala version 2.10.3 (Java HotSpot(TM) 64-Bit Server VM, Java 1.6.0_51).
Type in expressions to have them evaluated.
Type :help for more information.

scala>

There’s also API docs generated for Scalaz 7.1.0.