Julia Studio is available free for Windows, Mac, and Linux.
Information regarding Julia version 0.3
Julia Studio 0.4.5 for Windows contains support for Julia 0.3.
Julia Studio 0.4.4 for Mac & Linux only contains support for Julia 0.2.
In the meantime, you can try Juno.
To get started, just select the appropriate package for your machine and follow the on-screen prompts.
Julia Studio is a free, open-source, desktop application that runs on Windows, Mac, and Linux. In addition to an editor and integrated console, Julia Studio includes built-in support for version control with git. Plus, creating data visualizations is a snap using standard Julia packages.