Sublime Text is a sophisticated text editor for code, html and prose. You'll love the slick user interface and extraordinary features.
All posts here refer to Sublime Text 2.
It is NOT free, but the single (affordable) license fee allows you to install it anywhere, and it's cross platform and will run on Windows, Linux and Mac.
Know of a good link I don't have? Let me know!
Most of these are available in Package Control
Note: There are several other ColdFusion Packages on github and elsewhere but this one is actively maintained (as of 1/2012 - thanks @atomi!!)