When I started to use Latex, I used Eclipse with the texlipse plugin. That allowed me to use the same environment in Linux and Windows, has some auto completion features and runs all tools (latex, bibtex, makeindex, ...) automatically to fully build the project.
But now I switched. Eclipse is large and slow on my PCs, crashes often and shows some weird behaviour here and there. Now I use vim for editing and make in collaboration with a self written perl script to build my projects.
Using cygwin I am still able to use the same work flows under Linux and Windows.
