I program - both at work and at home - with Eclipse. If you've not heard of it, Eclipse is a Java IDE, but its been design in such a way as to allow simple plugins to extend the IDE to handle all kinds of things, such as CFML.

Best of all... its free. Check it out at http://www.eclipse.org/. You also might find any of the following plugins useful.

CFEclipse - The CFML extension for Eclipse that features syntax highlighting and codehinting.

Aptana - Aptana is an IDE in its own right, but the plugs for Eclipse are top notch. I also use the Aptana AIR plugins for my AIR development and testing.

JSEclipse - I guess that with ColdFusion 8 having so much JS, and with the development of Spry, Adobe really needed a good JavaScript editor... and so do you. Get it.