If you are used to Eclipse, StatET (mentioned by mbq) is probably the right choice for you.
That being said I have a more exotic choice to offer that you might want to consider, if you like auto suggestion and pure syntax highlighting is not enough for you. At least for me auto completion of R-Code did not work with StatET.
Now I use Komodo Edit with Sciviews-K and R64. Sending Code from editor to R works really well and the editor offers auto-completion for R-Code which is really nice – in particular if you are new to R. I work on a Mac, but it should be easy to setup for Linux too.
I think it has lost some popularity because it wasn't to stable in the past, but at I feel it's much better now and it hardly crashes in my setup. So you might wanna give it a chance too.
EDIT: If you work on Mac Textmate with the corresponding R bundle might be interesting, too. Recently I am about to switch to Textmate. If you don't care about the $45 for textmate, it's probably the most stable choice I tested so far. But it's only available on a Mac. But hey I am really amazed by this editor (and as you can see I like testing setups ;).
EDIT: I realize this thread is still being read by someone, so I definitely need to mention RStudio. It came out of nowhere and quickly became the choice of a lot of people. And it's well deserved. It still has some bugs (like not being able to stop RSessions) but it has tremendous auto-complete with context help. But at least on my setup (Mac) it's more stable than StatET / Eclipse. Sweave and ROxygen is not really supported yet, but the developers are very active. Definitely worth trying.
EDIT II: Because it's fun to track this here's another edit. RStudio continues to win more and more users. The combination of RStudio, Roxygen2 and particularly knitr integration has likely been the largest contribution to this development. While Rstudio was rather used by applied users and in teaching and has improved to dramatically that there's isn't many situations in which another IDE / editor is a better choice. Being maried to ESS seems like to only valid reason left to not use it. Also the documentation of its ecosystem is just great. The latest: Package development by Hadley http://r-pkgs.had.co.nz/description.html and his advanced programming http://adv-r.had.co.nz/