I recently started to dabble in Mono myself and have so far realized that the MonoProject has made huge advancements in this area. It's well worth it to investigate.
With that said, the easiest method is to get setup with a Linux distro that is Mono friendly such as Suse, or Ubuntu. Personally, I tried it using Ubuntu 8.10.
Once you've got your Linux distro setup properly download and install MonoDevelop. This is an open source IDE that's tightly integrated to work with the Mono platform. MonoDevelop was taken as a branch of SharpDevelop and designed to work with the Mono compiler from the ground up.
This is by far the easiest and fastest way to get setup with Mono. The MonoDevelop IDE is very similar to that of Visual C# Express even. It comes complete with Project/Solution management, GUI development using the GTK# framework, an integrated debugger and a host of other features you would expect in an IDE such as code-completion, line numbers, code-folding etc.
The folks at the MonoProject are on to something with this suite of tools.
Hope this helps you get started.
Mono Project Homepage
Mono Develop Homepage