So what's the best IDE?
If you're an eclipse user, it's Scala IDE (http://scala-ide.org/). You can find a full download eclipse + Scala IDE plugins on the typesafe homepage (http://typesafe.com/stack/scala_ide_download).
If you're an IntelliJ user like myself you just need to install the Scala plugin.
Both IDE's have there drawbacks, none is perfect. I guess the easiest way to start is using the Scala IDE.