I'm going to put in a plug for Ywriter5 here. It doesn't quite have all the bells and whistles of other programs but it was developed by a programer turned writer who gives it away for free with a note that if you wanna donate that's great but he really did it just for him and thought he would share. The only thing buying the registered version gets you is a voice in what new features to add when he decides to do a new version.

I love it. I couldn't do Nano without it.