Dreamweaver. It has it's haters, but I haven't found anything as complete yet. I like just having one program where I can swtich between sites I'm working on and it saves all the FTP info, and you can customize the code highlighting and stuff.
I've been trying Microsoft's Expression Studio package, and while it's pretty good, it has a lot of drawbacks when compared to Dreamweaver/Photoshop, and I couldn't see any advantages.
I've been using Quanta Plus in Ubuntu, and really like that though.