I use vim and do R, ruby, and python mostly.
Still, recently I've spent more time with IDEs and now I can appreciate them. Netbeans is a very good RoR IDE. I'd prefer it over Vim. for Python, the IDE that I like (and current favorite) is IDEA. Basically it's a matter of how big your project is; with 10s of thousands lines of code, I prefer an IDE, and also when you are learning the language or reading someone else's code.
Often, I don't have but a terminal, and there vim shines.