I you are using windows, you can use the express version of visual studio web platform - here. It is free and has good HTML support with javascript and jQuery intellisense.
It should work fine under mono, if you are using Linux or Mac.
Personal I'm using Netbeans wich support your requirements and it has a little bit better performance. But I guess you don't want a full IDE. So i recommend Notepad++. I've heared that there is a plugin for jQuery.
Also see: http://stackoverflow.com/questions/713889/what-is-your-favourite-javascript-jquery-code-editor
Visual Studio 2008 and 2010 support intellisense for jQuery when you add a VSDOC file for it. I believe the free Express versions also support this, though can't confirm this from personal experience.
I have used the following...
Of course, this just means that if you want your IDE to compile in the background and provide intellisense, it is going to eat some memory, so you kind of have to live with that, or use something that doesn't give you code-completion (Notepad++) or does it in a more noddy-way without background-compilation.