I do my development work on a Windows 7 machine. Many people will prefer Linux, but I find I spend more time on my projects and less time getting the tools to work with Windows.
For building projects for the STM32F4-Discovery board, I have found the ChibiStudio package to be a fairly quick way to get up and running. It is based on the Eclipse IDE and does require some time to learn to navigate through all the menu buttons and tool icons to build, download and debug a project. However, once you have got it working, it tends to work quite well.