I did a survey on my site a while ago asking what people use. The majority believe it or not were visual studio users, but I wonder if they were mainly developers, a very close second was Dreamweaver, my preference for now until the new Microsoft desgin tool comes out.
Yes I have the same isuses as you but there is a quick work around, you can edit the html file directly on the server and then in the admin/skins or host/skins page, you can reparse the skin. What that will do is reflect the changes in your html and then refresh the ascx file with the new changes.
You can also work in ascx mode, which I do and the pages are refreshed immediately.
So I'm not sure what others use, so you could have one window open on the admin/skins page and refresh, as well the other with the skin set on the page and refresh it.
But that is the way I work so you're in good company!! 
Nina Meiers
Nina Meiers My Little Website
If it's on DNN, I fix, build, deploy, support,skin, host, design, consult, implement, integrate and done since 2003.
Who am I? Just a city chic, having a crack at organic berry farming.. and creating awesome websites.