I don't have a lot of experience and my Latex history is pretty short (a few months)...I started out of curiosity and...
I had looked into Lyx but had a bit of hard time 'getting it' and I seemed to have understood that the code that they generate is not quite 100% latex.
Then, I run into http://dev.midnightcoding.org/projects/gummi and like the idea of dual panes with source on one side and pdf on the other...but soon I found that is not quite complete and lacked development activity.
Then, I found Texmaker and like it very much! It is very much a complete piece of software and is easy to install on MS-Windows AND Linux.
I started with LED, but then moved to Texmaker. Both of these are good, Texmaker the best. Very easy to install, and has a good preview plane with the ability to jump back and forth between the preview (equation) and the matching code in long documents.
I also use vim.
There are certainly more comfortable/graphic etc choices, but I decided to use vim for any programming task because I work both on windows and latex machines and vim is available and fast on any system. Furthermore I am writing with the ten finger system and vi doesn't force you to leave the baseline to enter commands.