LaTeX using MikTex and WinEdt
MikTeX is a popular implementation of LaTeX for use with Windows. WinEdt (shareware) is a powerful, extremely flexible and versatile native editor and shell for MS Windows with a strong predisposition towards the creation of [La]TeX documents (and much more!)...
WinEdt provides an integrated development environment and is widely used as a front-end for compilers and typesetting systems, such as TeX. WinEdt's highlighting schemes can be customized for different modes. WinEdt's Spell Checking functionality supports multi-lingual setups, and dictionaries (word-lists) are available for many languages.
For most users the latest release WinEdt 5 is the best choice, but runs only on WinNT/2000/XP or 95/98/ME. Check their web page for details on which version of WinEdt you should install.
WinEdt and MikTeX Tips
Note - Most of the points below apply to pre-2.2 versions.
- Standard packages -
fancyhdr.sty, psfrag.sty and subfigure.sty are not included within the standard MikTeX
package, but can be transferred from the UNIX system. New packages should
be included in their own directory, and the database has to be refreshed
with the command "initemf -u" to recognise the new package.
The FAQ gives details. You can use the
MiKTeX update wizard (Start-MiKTeX-MiKTeX Update Wizard) to update installed packages.
To speed up file search, MiKTeX makes use of a list of known file names. This list is called the file name database (FNDB). You can update the file name database with the help of MiKTeX Options - there's an option to refresh this database. 
- Pdf compilation - If your margins for the pdf compilation don't look right, check the configuration file within MikTex (\texmf\dvipdfm\config) regarding the specified page size. By default, this will be "p letter" and generally should be changed to "p a4". Note that you have to change this configuration file every time you are changing your paper size within your latex file. Furthermore, during printing, boxes within adobe reader specifying "fit to page" or "Shrink Oversized pages to paper size" should be unticked. 
- Ghostscript compilation - By default, WinEdt specifies the option "-P pdf" for the postscript file. Using this option might lead to misinterpretation of some characters, e.g. "fi" will show up as "£" in your document text. Simply remove this option for the compilation. 
- MikTex discussion forum - For any problems, check the open discussion forums on the MikTeX web page. They offer a solution to most problems. 
- WinEdt and makeindex - For nomenclatures and making an index you'll need to use makeindex. This is installed, but the menu option is greyed out even if you ask for it using the customisation option. The solution is to click the option to get a command line prompt and type in the makeindex line (the line you need will be in the "nomenclatures" or "makeindex" documentation)