For a language like Java or C# which were basically built for IDE usage, it is a no brainer. I use netbeans most of the day.
I can hit ctrl-o type in some camel case and end up at whatever class I wanted to work with immediately (no browsing the package structure). I can ctrl-click almost anything and arrive at the definition, the class, or the function call really quickly. For interfaces with single implementations I can single click into the implementation faster than I can look up what that is (or if there is one).
I can get usage graphs for functions to see if messing with this will break a lot of things. I can rename a function across the system with a quick ctrl-r. I can hit ctrl-space and get reasonable autocomplete for just about everything. Most of my methods are autofilled in with the values I want simply because the IDE can do argument type matching.
I get warnings when I do things that may be bad. My IDE can tell me "Hey, this value could be null" or "Yo, stupid, you said you would never return a null here yet the value you are returning is null". The IDE keeps me from making a lot of mistakes simply by highlighting them quickly for me.
I can autoformat everything to make sure that things look consistent. I can fire off unit tests for a single file to make sure it is working properly.
I use these features heavily and love them. If the language supports it, you can bet I'll go with it.
Now, if I'm doing some scripty language with no real IDE support, then I default to sublime, notepad++, or straight vim if neither of those does a great job at it. Though, I'll probably use the repl pretty heavily to get stuff done.