There are even a couple of small projects that attempt to improve the experience of using React in CoffeeScript without JSX: react-coffee and react-kup.
A developer on a large-scale React project shared this experience:
Development of such a large project took 4 months and many sleepless nights.
In the beginning we used CoffeeScript, but after some time we tried JSX and it was amazing.
Great to hear that JSX works well, but is it really necessary to give up CoffeeScript in order to use it?
One of the simplest solutions is to just use CoffeeScript's backtick escape syntax to "shell out" the JSX for subsequent compilation. This is demonstrated among other places in a comment on the still-open React GitHub issue for supporting languages like CoffeeScript.
Finally, in case you feel CoffeeScript deserves its own port of JSX, you're not (completely) alone. Thecoffee-react-transform project introduces "CSX" to let you "build React components in Coffeescript with JSX-like markup."
But no matter how you do it, give React a try with CoffeeScript!