EditPlus - http://editplus.com/ - Fairly decent editor w/ most of the options you'll need while scripting in LUA, there is a plugin for LUA syntax here. This is a trialware program -- eventually you will have to pay.
BLUA - http://blua.sourceforge.net/ - This is an editor being developed exclusively for Blizzard's flavor of LUA, and when complete hopes to THE complete IDE for Blizzard LUA. They are not quite finished yet but keep your eye on this one, it looks like a winner.
Dreamweaver Code Coloring for LUA - http://www.wowinterface.com/download...ad.php?id=3971 - Dreamweaver extension that adds syntax coloring for lua code, within both lua and xml files. World of Warcraft Global and Widget API are both included as native functions, up to version 1.5.0 of the game client (soon to be released).
WoW SciTe LUA - http://www.wowguru.com/ui/wow-scite-lua/ - This is a freely distributed copy of SciTe Editor with many modifications. The version of the scite editor is SciTe Version 1.63 (Modified for WoW + Lua) With the introduction of API, keywords and function calltips were made easy. I modified lua.properties to include the calltip references to the wow.api I created. What this allows you is the ability to call functions within a "saved" .lua script that you are working on to easily reference the functions, as well as help provide you help with proper syntax. WoW SciTe Lua contains full functional LUA script "inserting", "syntax checking", highlighting, and the latest 5.0 compiler. However, this is a project that is just in it's infancy, so expect a lot of great changes in the future.
XMLSpy - http://www.altova.com - This is probably the best XML editor out there, and there is a free version available. Unfortunatley many of the things that make it so great are not present in the free version. There is a 30 day trial of the good version. Over $1000 to purchase, so unless you want to warez it, probably not one to get too attached to.
XMLMarker - http://symbolclick.com/ - Completely free and pretty decent tree based XML Editor -- probably the best of no-cost editors out there.