I'm using Scala with Ensime in Emacs. It is not as good as the Scala IDE, but it is quite good. The reason I'm doing it is that I like to use the same editor for all the languages that I'm using, so that any additional plugins / modifications I do are not just for this one language, but can be leveraged for everything I do.

However, If that is not a requirement for you, you should really be using the Scala IDE (Eclipse plugin), it has great autocompletion, refactoring, and more.

I have to say I also started with Scala IDE because, when starting with a completely new language, I tend to just install the default IDE so that I don't have to fight two battles in the beginning but can concentrate fully on the language. Otherwise, you'll loose interest / give up even faster.