While a staunch user of vi when in the Linux side of the force, I've totally fallen in love with TextPad when I'm working in Windows. Some of the features that I find the most useful:
Search/Replace capabilities
Perl-like regex searching
Bookmarking all matching lines
Document Classes for different file extensions
Color coding for keywords, constants, etc.
Tabulation and paren/brace autocomplete
General Editor features
Block edit mode (allows you to select text in a block, rather than line by line)
Ability to view whitespace characters
Increase/Decrease indentation for select block of text
The only thing that TextPad doesn't have that I want is the ability to execute the perl that i'm editing in a command prompt.