I use Emacs. It is almost like its own OS. It has an editor, syntax highlighting, compiler support, a shell (command prompt), games, a calendar, a calculator, a web browser (text-based), and more! It exists for virtually any Operating System (Windows XP included) and can be downloaded from many different places. The homepage (from which you can download it) is http://www.gnu.org/software/emacs/
If you need any help, just tell me.