I've been a long time user of Eclipse (JBuilder before that) and I installed the Scala IDE for eclipse. The biggest pain point is that the auto complete functionality does not work.
Yes, I know there are command line advocates like Ted Neward, but if you did catch any of his lectures at No Fluff, its painful to have him watch and try to fix compiler errors (something that an IDE will catch immediately).
Another problem I have faced, is the compiler freaks out if there are one or two errors. This is generally fixed by cleaning the project, but a definite pain indeed.
There have been advocates for IntelliJ Idea for Scala development, but the whole process is quite different from the way Eclipse and other similar IDE's that its almost counter intuitive to the way I program (or lack of programming skills), to make it unusable.
It's still early days for Scala, but a nice IDE integration would be nice.