Hello misuba, here are some that I have found to be very handy for some projects I have worked on. Hope they are a good start for you, or at least will intice your curiosity.
If you do have a go, I recommend HaxeNME for it is a framework that will install all you need for Haxe to just "work" straight up and it also adds some cool stuff like mobile compilation targets (webos, ios, android) and HTML5.
You will have to pick a IDE, people go for FlashDevelop and Mono a lot now, but do read through the Haxe or HaxeNME site setup sections for full list. There are lots of add-ons for a lot of IDE's.