I've used Emacs and its AucTeX mode, which is great for editing, as it has a set of very consistent shortcuts to insert many common commands and environments. There are also preview modes that display maths graphically in the Emacs window but I haven't used them.
As with VIM, there's a learning curve of course.
Unlike Legoolas, I'd advise for direct-to-PDF compilation using pdfTeX, but maybe Windows/Linux doesn't have a PDF viewer that automatically reloads the file? I'd be surprised if so (I use Skim on Mac). Check if your viewer supports synctex, as it's quite handy to navigate from PDF to source and back, without the cons of pdfsync.
To compile, my tool of choice is latexmk which is included in TeXlive. It completely automates the build, and can watch the .tex
source to rebuild automatically.