I have used wing and SharpDevelop and Corflags and IronPythonStudio. I don't like them as much as Eclipse. Here is why:
SharpDevelop and CorFlags don't pack as much power and linking DLLs are sometimes a problem. IronPythonStudio is an implementation on Microsoft's Visual Studio, which I absolutely hate because it hogs more of my processor than it has any right to, and being as I work on a laptop, I cannot put up with this.
I have only ever used the free version of Wing, which doesn't give user options such as autocomplete and the ctrl+space for function libraries.
Eclipse IDE is AWESOME for Java, which is how I got introduced to it, in the first place. It has all the user options and I can't see myself using another IDE... ever.
The best thing about eclipse is that they have plugins for every language. I am currently developing code using eclipse in Java, PHP, Python and IronPython. I have also recommended it to friends who have used it for C/C++ coding and love it.
Here's how you make eclipse work with IronPython:
Download and Install IronPython 2.6B2 or higher here.
Download the "Eclipse IDE for Java Developers" version of eclipse here
Be sure to install the java Virtual Machine or eclipse will refuse to start up.
Now, open the eclipse IDE and go to Help>Install New Software
Click on "Add..."
Add this location: org.python.pydev.feature.feature.group
Choose all the updates and install.
Congratulations! you should now be able to use eclipse to develop and run IronPython code.
If eclipse gives you trouble about finding an interpreter, all you need to do is go to the project settings in eclipse and configure the interpreter to be ipy.exe which should be in the install folder (from when you installed IronPython).
If you feel that you would like compile your ipy script into an exe, I have not been able to accomplish that yet and there is already a thread for that on SO.
May The Force Be With You...