If you do any kind of scientific programming, you probably use R or MatLab. One disadvantage to using R previously was the lack of an integrated development environment, unless you were using Emacs. Well, if you code in R, you should really check out the RStudio IDE. It brings a lot of things that have been missing to R development, and has drastically sped up my code development workflow. It works on all three major operating systems (Windows, Mac, Linux), and is fairly customizable.
The biggest thing I'm missing right now is the ability to launch multiple instances, as I often have bigger jobs that I want to have run in the background while I'm working on something else. But it wouldn't surprise me if they will introduce it, or if someone else will (it is an open source project, after all).