Personally I use emacs because no other IDE feels right with sexpression languages to me. Swank/slime/emacs/clojure is just such a powerful repl setup nothing else feels right to me. If you want it set up easily (assuming you don't already have emacs set up) check out clojurebox
https://github.com/devinus/clojure-box
Preconfigged to just work on windows after running an installer.