The Glasgow Haskell Compiler is a state-of-the-art, open source, compiler and interactive environment for the HaskellLanguage. See http://haskell.org/ghc/index.html. It can be used on Windows, Mac and Linux systems.
Installation and use of it is described in RealWorldHaskell.
The haskell.org site recommends to install it with the HaskellPlatform.
CategoryHaskell CategoryLanguageImplementation.