I have found and quickly begun to love a wonderful piece of software called TeXStudio. It's an open source LaTeX editor with preview pane and the preview is for the actual PDF document, not yet another buggy DVI viewer that fails to display your TiKzPictures correctly. It's available on all platforms. You have to seriously work through the (advanced) options and set it up to your liking ((This will most likely include shutting off all of the autocomplete features because they might otherwise drive you insane.)) , but I must say that this is probably the best LaTeX editor I have ever seen.
Most prominently, it allowed me to switch all my projects to UTF-8 for the first time, because you can set file encoding in a comfortable way. It also does a good job at detecting UTF-8 and if everything fails, you can use the special comment
!TeX encoding = UTF-8. Citing french papers has become slightly less of a torment.