Well, there's a ton of technologies you could play around with, from lisp to haskell, ruby to python to any jvm language.

If you go with Java or Scala, Eclipse, IntelliJ or NetBeans are good choices. Personally I prefer IntelliJ where you can check out the community edition.

For scripting languages such as php, ruby or python, vim and emacs are the goto editors (i use emacs myself). On the other hand IntelliJ and Eclipse have plugins or alternate builds for these languages as well.

If you come from .NET and your main goal is to broaden your horizon, I'd definitely try to go with a plain text editor like jEdit or SciTE and pick a scripting language.

Since you said you're into webdev, the rails or django frameworks will probably get you the most bang for your buck.