Fugu runs on Windows and OS X. It is alpha software and will surely contain bugs, but it should work well enough for you to enjoy it. (Note: It is no longer maintained.)
To learn Fugu, you can access a number of examples from the File/Examples menu in the software. There is also an online function reference and a discussion site.
Fugu is open source! The source can be accessed at bitbucket and is governed by the GPL. Got bugs? Please report them as issues on the bitbucket site.