It would be really cool if we could have an all-in-one development suite for Messenger or Plus! Live related stuff, but as we have seen in the past, those projects never get far. Window Designer for example, was made to let you create Plus! windows like you would create them in Visual Studio, but the development ended and it was never stable enough to function well (at least, not on my machine).
I think the best thing you can do is to find a good existing IDE (Integrated Development Environment) to do your coding in and simply program/skin the Plus! way!
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