Try the ISE its not too bad, its not eclipse but its pretty good to start out with.
I tend to use use notepad++ for heavy editing cos it has some nice macro capability but the ise is good for knocking out scripts.
If you are going to admin Windows you need to have some handle on powershell.
if you are feeling particularly masochistic you could always configure VI to work with powershell, you loose the ability to run scripts directly but if you comfortable in vi then perhaps worth a shot
Theres also an eclipse module but I haven't used that