GeoProof
I tried to get CoqIde working on my XP, but it failed to do so, because for missing DLL's. Other user interfaces for Coq also failed: CygTeXmac with tmEgg and Xemacs with Proof General. And even if you copy all the dll's from the Geoproof folder to the Coq/bin folder, it still doesn't work and the newer versions of GTK and Pango don't work for the CoqIde either.
Only Java (1.4!) based Pcoq seemed to work, until you want to type more then one variable. Pitty. The Coq programm on its own does the job well thoug.