I you are already used to some particular editor for coding, you can/should keep it, so that you will be at ease with it (shortcuts, syntaxic coloration,...). What is worth noticing, is that there are tools to ease a "store things in files and use them in a Sage console" workflow, whatever your editor is.
If you want to store some functions in a file and use them in a Sage shell you can do:
sage: %runfile('/path/to/file.sage')
and the file will be run once, or
sage: attach('/path/to/file.sage')
and the file will be re-run each time you save it (useful when you want to test its parts while modifying it).
If you name the file file.py instead of file.sage, then there will not be any Sage preparsing (e.g. ^ will not mean power). Note that only .py files are accepted in the Sage source code, so you should use them if you plan to insert your code as a part of Sage.
Now, if you want to import custom functions/classes/variables as modules with the import command, you can store your my_file.py files in some my_directory, and tell Sage that this directory contains interesting things for it as follows:
import sys
sys.path.append('/path/to/my_directory/')
Then you can do:
from my_file import my_function
If you want to automatically append my_directory at Sage startup, you can add the previous lines in the file $HOME/.sage/init.sage