The one recommended (and the one I prefer) is Zilog Developer Studio (ZDS). It can be found here.
While notepad (and other text editors) work fine, the advantage of an IDE is that it is easier to read (words are highlighted, etc.), and easier to organize (into a project). IDEs should have their own assemblers built in as well. And if you decide to do computer assembly programming, you can use the same IDE. Even if your IDE does not have an assembler built in, you can use download an assembler like Brass.
With Notepad++, you can install an add-on to make the z80 text highlighted.
Mimas 0.4 (the most recent as of 3/16/15 can be found here), is an on-calc IDE. Although it clearly has no text highlighting, the convenience of being on the calculator is pretty nice.