I've posted an MDX Editor I've been working on in my spare time. It integrates with SSMS and provides features like Intellisense for MDX as well as snippets (very few defined currently but they can be user created). The editor requires SQL SP2 client tools and can be invoked by right clicking on a cube and choosing the context menu to open the editor (Currently "Ashton's MDX Editor")
For those who find it useful, please let me know what other items you would like to see and I will add them as time permits.
The file is available for download from here: http://withnolock.com/communityserver/files/default.aspx