There is no full-blown IDE for Stata. The question comes up pretty often at Stata User Group meetings, and StataCorp developers always say that they work in text editors. See http://fmwww.bc.edu/repec/bocode/t/textEditors.html -- there's plentiful customization for syntax highlighting in every major text editor, but that's as far as you would get, I am afraid.
HTH,
StasK
P.S. Now that I thought about it a bit more, it is possible to send your code from a text editor into Stata. There are some hints to that in the document I linked to, and it floated up on Statalist a bunch of times. I just was not paying close enough attention, as I simply do myfile
whenever I make major changes.
P.P.S. (Aug 2016) I use WinEdt, and it has a Stata mod that can send do-files to execute in Stata. Still, that's no IDE in the sense that you don't see objects, variables, macros, etc.