All the major java IDEs all support clojure via plugins. Intellij IDEA (the best java IDE ) has the La Clojure plugin, which has become very good with the latest IDEA 10 version. Eclipse has CounterClockwise, Netbeans also has one (I forget the name...). And of course you can use Emacs with the Slime-Swank combo, which a lot of the hardcore clojurians use.
I just finished playing with La Clojure plugin of IntelliJ 10 and I'm really impressed.
Rainbow parentheses (I like this feature a lot) but what is really impressive that the REPL now supports auto-completing and syntax coloring.
Highly recommended plugin.