John,
First, you're doing the right thing by using Ant - you need to have a build environment outside the IDE to support collaborative development,
unit testing, Continuous Integration, and so on.
I've used Eclipse with JBoss before, and it was pretty easy to set up.
You need to add J2EE stubs (HttpServletRequest, and so on) to your CLASSPATH. Copy the following files from $JBOSS_HOME/server/default/lib to your Eclipse project and add them to the project CLASSPATH:
javax.servlet.jar (core
Servlets)
javax.servlet.jsp.jar (
JSP Taglibs)
jboss-j2ee.jar (core EJBs)
If you need to invoke Stateless Session Beans fro outside the container, you'll also need to copy the following file from $JBOSS_HOME/client/lib to your Eclipse project and add it to the project CLASSPATH:
jbossall-client.jar
Tom