I prefer NotePad. Eclipse is a good program, but like any other program, you have to get used to how it works, how to import stuff, how to select the compiler (if you have two), and other stuff that gets in the way of actually learning to program
With Notepad, you probably already now how to use it and the command to compile from DOS is "javac something.java". It's not like C++ where you have to pass in a bunch of parameters to get the thing to work right.