The simple answer to the above implicit question is, because I had to. When I started workin with STATA there was no built-in editor to write do or ado-files. But even after the inclusion of the do-file editor in STATA, I kept my habit of using a separate program for programming my do-files.
The simple reason for my insistence on separate do-file editors is due to the limitations that Stata’s built-in editor has. I can search and replace much easier in the editors I use, using even complicated regular expressions. I can select block-wise rather than linewise. And sometimes I even installed the color coding of the Stata syntax.
Which editor do I use? Well, for LaTeX I already use WinEdt . You can pimp that editor using the WinEdt Macro Library. On my USB stick, I also have Notepad++, which is quite convenient for all types of programming, including LaTeX, and it is free.
There is a lengthy Discussion and Elaboration on various types of editors that people use for Stata. I recommend you read it, and draw your own conclusions.