Hmm, for C++, there is the Eclipse way:
Eclipse C/C++ Development Tooling - CDT
Though I haven't used it, I'm sure it's nice. Then there's DevCpp,
Bloodshed Software - Dev-C++
Which is nice indeed. Then you have MS Visual, which I've used a couple times but never kept with it.
But all of the above would let you do what ye' want and much more.
Eclipse is definitely the way to go with Java though, that's for sure.