IDEs build fine - on one developers machine - ANT (and other build tools - I also like Maven2) attempt to make a reproducible build process that can work on any machine, as well as doing things that most IDEs build processes don't support without repetitive manual intervention - copying resource files to deployment locations, filtering files to include values specific to the build, running
unit tests on build, supporting multiple build configurations, etc. Also, you can't really do continuous integration though an IDE build process...