If you are working on a Windows platform, Notepad++ is not a bad choice at all. I'm quite happy about it. It's a versatile, easy-to-use and rather light editor.
On the following page you will find some instructions to integrate Notepad++ and Stata
http://code.google.com/p/kk-adofiles/
I have never used it, but as it seems, it is possible to set up auto-completion:
http://code.google.com/p/notepad-stats-integration/wiki/Instructions
