The standard distribution from http://www.scala-lang.org includes a compiler, a rich standard library, and an interactive shell.
Editor and IDE support:
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VIM, Emacs, etc (come with distributable under “<SCALA_HOME>/misc/scala-tool-support”)
The Netbeans Plugin is under active development. Feature set as of January 2008 (copied from dev’s blog):
Syntax checking, highlighting, code folding, navigator, basic indent
Basic completion, In-place refactoring, occurrences marks
Interactive Scala shell. [Windows] → [Interactive Scala Shell]
Basic Scala project management with file locator for compile Errors
Other tools: