Ive been a user of the excellent IntelliJ Java IDE for 4 years on Windows. Even though the official Linux support by JetBrains is only for RedHat, you can also install IntelliJ fairly easily on Ubuntu.
Read what to do here
1) Get Java
Install the Java 6 JDK, which IDEA itself needs to run. (You can have other JDKs for your projects, but youll need this one to run IntelliJ itself.) For example, type this in a terminal: