My absolute favorite source code editor on Windows is Notepad++:
http://notepad-plus.sourceforge.net/uk/site.htm
It's got syntax highlighting, auto-completion, and if you decide to add PHP or ASP to your code, it can handle that too.
If you want something more focused on HTML or with a WYSIWYG interface, try Nvu:
http://www.nvu.com/index.php
It's not the best solution, but it works just fine.
Both of these programs are free and open-source, so you'll never need to pay any money.
On the other hand, if you're okay with paying for a HTML editor, get Adobe's Dreamweaver:
http://www.adobe.com/products/dreamweaver/