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This question just came into my mailbox and I see it enough on cf-talk and other listservs so I figured it warranted a quick blog post. If you are just concerned about doing ColdFusion development with Eclipse, then you want to grab:
CFEclipse - This is the main package for doing CF development with Eclipse. It will give you syntax highlighting, CFC method views, tag completion, etc.
Adobe CF Extensions - This gives you RDS support as well as query building/exploring (you can view your tables and write simple queries as well as testing them). It also gives you the sexy log viewer. This tool lets you watch a log file and as messages are appended, they automatically show up in the viewer. You also get the debugger and snazzy wizards.
Adobe CF Help for Eclipse - The ColdFusion docs for Eclipse
There are certainly other packages a good developer will want, but these will get you going with ColdFusion.