Emacs is a powerful cross-platform editor with a long and venerable history. Although it has a steep learning curve, fluency with Emacs will pay off many times over your career if you are willing to make the initial effort required to get up to speed with it. This page contains a collection of Emacs tips and resources of potential interest to my students.
Go to the Emacs for Windows download page and get the latest pre-compiled version available there. Instructions for downloading and installing are at the top of the page. What follows are some additional notes.
After unpacking the archive change to the emacs-XX.Y\bin folder and run addpm to add some registry information Emacs needs to run well (strictly speaking this step is optional).
Make a shortcut to emacs-XX.Y\bin\runemacs.exe on your desktop or some other handy place. Launch Emacs using this shortcut.
Emacs uses the HOME environment variable to locate its .emacs start-up file. It might be a good idea to set HOME to something sensible even if you are not currently using a .emacs file at this time. You may want to add one later.
That's it!
You may wish to also install the AUCTeX package for LaTeX editing under Emacs. Take note that AUCTeX must be matched to the exact Emacs version; see the AUCTeX web page for the specifics. You will also need a LaTeX system installed. I recommend MiKTeX.