Tree-like structured navigation to object/members in any file.

Refactoring assistance for moving/renaming members.

Integrated debugger.

Context-sensitive help linked to API documentation.

A built-in command-line shell window, so you can run programs without leaving your environment.

A project manager, to help manage groups and subgroups of related files.

Editing modes in other programming languages.

Easy keyboard customization, the ability to make any keystroke perform any task (cursor movement especially, but also window movement).

An open plugin architecture, so you can easily add other components.

Integration with a version control facility is desirable. Look for Subversion, or one of the more advanced distributed vcs systems such as bzr, mercurial, git, monotone, or darcs.

Learnable and scriptable macros.

Language-aware navigation to different files (with shortcuts such as find declaration, find definition, and find references).