It depends on what platform I'm on since I use both Mac and PC.
For PC I stick to Notepad ++ with a browser window. The thing I like about it is it color codes the different types of markup you're using and it's easier on the eyes. I also like the fact that you can get an add-on for it that has FTP access on it so it makes it easier, though I must say I still stick to Filezilla.
When I'm on a Mac, I was originally going to say Textwrangler (has FTP as well) and a browser which does pretty much the same thing as Notepad ++, but I recently found this program called
Coda. I tried the free trial version of it and its a really great tool. You can preview it in multiple browsers and whatnot while being in the same program and it has direct SSH access if that's how you're into coding.
Either way, just use what you're comfortable with.