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sage_shell_mode is a very nice Sage mode for Emacs. Using it is a bit different from using a notebook (but it has some notebook-emulating features, which I don't use very often...), and is a very nice way to prepare a text+maths document (thanks to SageTeX, among others), which I tend to prefer to notebooks for "serious" (i. e. intended for publication/lecture/meeting/etc...) use. The infinite emacs customizability should be enough even for even the most rabid Mahematica user.

Furthermore, the openness of Sage allows its use in a zillion ways not possible with Mathematica, Which, IMNSHO, is the point...