I use several different products from Microsoft and JetBrains. The one I use the most is Visual Studio IDE, but I can't recommend that for most people as it can take some time to learn.
What I can highly recommend is Visual Studio Code (VS Code). It's smart, lightweight, and much easier to get started with. And I have no way to verify this, but it seems to be the most popular code editor among front-end/web developers. It also has a ton of really useful extensions, which you can check out here.
WebStorm / PhpStorm is another great IDE, but it's not free.
And to tie everything together, I would recommend installing some type of live-reloading development server, like BrowserSync. This will allow you to load up your project on multiple devices, and it will automatically refresh/reload the page whenever you make changes to a file, just like on CodePen.