i use firefox and firebug as my ide. yeah, you have to cut and paste your working code from firebug back into your file, but only at the end of coding/tweaking/debugging. A simple page refresh loads your changes, and you can [ctrl]+[Z] back to anything you were working on in the console.
you needed projects in old VB; remember closing visual studio after just jotting down some test code? 'do you want to save the form?', 'do you want to save the project?'...
i worked in vb6 back in the day, and have made the transition to web quite well. There is not a complete "package" like visual studio out there. Nobody has a monopoly on web technologies, so the financial motivation is not the same as it was for M$ to make turn-key dev environments. dreamweaver come close as anything, but you really don't need it.
the analogies to vb6 are:
the console is like the immediate line
the dom tab like the 'object explorer'
the net tab is like the 'project explorer'
the webpage itself like the 'run' view
the individual html/js/css files are your 'form code' (which you can use wysiwyg editor like Dreamweaver to design)
"msdn" is now known as just "mdn"
you can find code completing editors like aptana, eclispe, vim, etc...
but firebug extensions give you live completion based on actual objects in memory on the page; can't beat that with a stick since most editors cannot keep "connecting the dots" once you get out past "document.body.firstChild"...