An Integrated Development Environment is an application that brings together a text editor, a compiler and (often) a debugger. They are usually really useful only with a small number of languages.
You don't need an IDE to write code; they just make it simpler by putting many programming-related tasks together in one UI.
Some examples are:
Microsoft Visual Studio, which supports Microsoft's variants of C++ and C as well as C#, and VB.net depending on whether you get version 6 or .NET and how much money you give to Microsoft
Eclipse, comes with a very good Java IDE. In fact, Eclipse is an open platform and plugins for languages like C#, Cobol, C/C++, Ruby, Python, Erlang, etc are in development. Some of those plugins not yet usable but Eclipse promises to become a major IDE in the future.
Dev-C++, is a free, open source C/C++ IDE for Windows. It also includes MingW, a Windows port of the GCC compiler.
SharpDevelop, for C#, VB.NET and Java.
Emacs, for whatever enterprising Emacs hackers have put into the thing this week. It's been said that the only thing Emacs doesn't do is coffee but even that is not true.
Zeus for Windows (shareware) is full-feature, highly configurable IDE for Windows developers. Features include class browseing, intellisensing and integrated version control.
NetBeans IDE the full-featured integrated environment for Java Developers and NetBeans Platform, the widely adopted infrastructure backplane for complex desktop applications. Free and open source.
Language-specific IDEs
RosAsm the multi-featured integrated environment for Win32 assembly developers and ReactOS. Free and open source.
I think the coffee-making emacs lisp was made to be a joke right from the start 
It's based on a joke RFC. - FDG