I use RStudio, maximized on one monitor (I have a two monitor setup). This gives me multiple editor windows for scripts / function writing / package development, an integrated R command window, workspace & history browser, as well as files, plots, packages, and help. For working on multiple projects, I use the RStudio project feature, that keeps project specific information (directory, saved sessions if you want it, integrated git repos), and multiple desktops using dexpot on Windows.
RStudio also has markdown to html support directly, and they are adding a bunch of package development support, using a lot of the work Hadley Wickham has done with the excelent devtools package.
I like it a lot, and much prefer it over my previous Notepad++, npptoR, R gui setup.
Source markdown at https://github.com/rmflight/blogPosts/blob/master/showmeyours.md