If you liked LaTeX IDEs like TeXStudio on Windows, then Kile will make you feel at home on Ubuntu. It supports editing multiple LaTeX files, autocompletion and compiling to various formats just like in TeXstudio.
Kile can be installed from Ubuntu Software Center by searching for it. Or install it from the commandline:
$ sudo apt-get install kile
Tried with: Kile 2.1.0 and Ubuntu 12.04.1 LTS