Use Eclipse. There is a plugin that allows you to run JBoss with Eclipse.
In my workplace, I use Eclipse v2.0 for all my Java programming and Forte for all my JSP work. My XML coding is done in Excelon Stylus Studio.
Of course, everybody has he's own opinion.
I'm using Eclipse 2.1/JBoss IDE and XDoclet.
This allows debugging EJB and servlets using Eclipse's debugger.