1. Use
vim and/or gvim (the latter has a graphical user interface).
2. Try
MikTeX.
3. xfig, as well as LaTeX I believe, ships with
Cygwin, a GNU distribution for Windows. It's very neat and I couldn't stand my few hours a week on Windows machines without it. It includes a lot of software, all of what you were asking for is included.
Håkan