Although Eclipse was mentioned by the OP, I do not know if he ment it with the StatET plugin.
Eclipse with StatET is a really great IDE besides e.g. EmacsSpeaksStatistics (ESS), but as in other environments the user have to learn it's the basic usage first. The only handicap of this IDE could be the relatively high resources requirements as based on Java, but this makes the program OS independent of course.
Why I really would suggest to take the time to learn use StatET efficiently (cauction: very subjective list!):
- be able to run your code really fast and easily with comfigurable shortcuts (by Ctrl+r by default),
- thanks to the script editor and running environment is heavily integrated, debuging and reviewing your code cannot be easier,
- configurabled environments by default (e.g.: R scripts),
- you may define templates for frequent commands and those's environment (e.g.: loop, if conditions etc),
- highly customizable syntax highlight,
- TeXlipse integrated to view and edit tex code with ease (LaTeX support for Eclipse),
- Roxygen support for literate programming (very handy at package development to automatically generate Rd files (manuals) from inline comments),
- easily extendable with othet Eclipse plugins (e.g.: spell checking, (SQL) database management, image viewer, running external programs like Sweave).
A nice guide to read is A Guide to Eclipse and the R plug-in StatET by Longhow Lam.
