Both problem are addressed in Visual Studio 2005 and later.
You can download Visual C++ 2005 express (and any later version) from Microsoft site for free. I use 2010 version, which I really like.
Regarding "create of project" issue - it depends on preferences. I have only one project for all the competitions I participate in. When I need to switch from one problem to another, I delete old one from the project, and add a new one (Ctrl+Shift+A, doesn't work with Miranda-IM running :o)). If I need then to return to previous one, I always can add it back (Alt+Shift+A)

But more often I use Far Manager to code problems on C++.

For Java I hate all the IDEs existing, so I use Far Manager as well. For sure, I don't have autocomplete, and will not even try to convince anybody, that I have any benefits from using Far. I'm pretty sure that using any IDE will make solving problems on Java faster, though I just don't like them :o) I hate IntellijIdea for being so different from Visual C++, I hate both Eclipse and NetBeans for being very slow.

For C#, which is my primary language now for all the competitions which support .NET 3.5+ I use Visual Studio 2010. As I said, it is pretty much awesome.
Sometimes, but not very often, I use Far Manager to code problems on C# as well (for instance, on my minibook visual studio behaves slowly, so Far Manager is more convenient if I want to code something and my minibook is the only machine available at the moment).
This is also the IDE (and the language) I work with on my job, so it makes it easier when you use the same tool for all the purposes.

I am a linux(Ubuntu) user. Here I use Geany . Its so light that even in my P4 2Ghz pc its started in 2/3s. And its support all my languages like C/C++, java, python , bash . Its don't need any project to create and in 2s I am on coding :D . But its don't have the so called debug option but cout and printf is all I need. But I also in my university's practice contests use VC++ 6(Which I actually hate :P) because in Bangladesh in onsite contest u can only get it :(

I use (G)Vim. It's lightweight, super functional and very convenient for most platforms and languages.

I use KATE (on linux) because it's Khuc Anh Tuan's Editor :D

Eclipse for Java

I use NetBeans IDE.

I currently use kate & everything about is just great but I have used Netbeans in past for Java & I do miss auto-complete & instant javadocs help.
Is there any thing out there for linux with:

1) No need to make projects
2) Auto complete in both/either C++ & Java
3) Embeddable terminal.

I have heard good things about jEdit & its rich plugin culture but never got a chance to try it. Any one using it ?

I know maybe I am asking for too much :D

I use Far Manager for copying, Visual Studio C++, Java Eclipse

I use Dev C++ for C++ and Eclipse for Java :)

What do I use: Vim

IntelliJ IDEA. Actually, it requires only one project to be created and after this you can simply add plenty of files to the project and switch currently active file. Also, it has nice plugin for TopCoder.

Codeblocks for C/C++ lightweight, easy to use, press F9 to compile and run, doesn't terminate without showing the output after reading the last input(I faced this problem in Dev) + doesn't need any project building to write contest time console applications :-) The most important reason is, I'm used to it now a days :-)

I use Vim/GVim as well, compiling in a terminal.  I'm still somewhat a novice with it, but I think it is a fast editor to correct mistakes, and has some nice features (find-and-replace, autocomplete, etc..).

Dev C++ doesn't need to create projects and norm debug, but from STL it shows only vectors(how I know).

i'm Ubuntu user. i use Geany for C++ and Java :D

VIM! Simply because I never have to use a mouse again :D It has way too many commands and is just way too powerful. I learnt Regular Expressions just so that I could use VIM to at least some of its potential.

I use Xcode 4.0.2 ... .
Because I thought I have no other right choose beneath Mac OS ..)

I've thought most of the coders here use Emacs - now I know that's not true :-(  Well, I like it.  It has nice debugger interface by default; with newer versions of gdb, it can also display contents of STL containers (this is not a feature of Emacs itself, though).

I'm using NetBeans and there is no need to create new project for every task.

Geany for everything

int64 issues:

#ifdef LOCAL
typedef __int64 ll;
#else
typedef long long ll;
#endif

and, add -DLOCAL to your compiler.