I used Emacs and its AucTeX mode, which is great for editing as it contains a set of very simple shortcuts to insert many common commands and environments. There are also preview modes that graphically display math in the Emacs window, but I have not used them.
As with VIM, there is, of course, a learning curve.
Unlike Legoolas, I would recommend pdfTeX for direct PDF compilation, but maybe Windows / Linux does not have a PDF viewer that automatically reloads the file? I would be surprised if so (I use Skim on Mac). Check if your view supports synctex , as it is very convenient for switching from PDF to source and back, without the disadvantages of pdfsync.
To compile, my latexmk selection tool , which is included with TeXlive. It fully automates the build and can watch the .tex source for automatic recovery.
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