For the development of my bot I mostly used a text editor and command line functions.
On my computer the Lux SDK is located at "C:\Program Files\Lux\LuxSDK." There are SDK classes located at "C:\Program Files\Lux\LuxSDK\src\com\sillysoft\lux" and "C:\Program Files\Lux\LuxSDK\src\com\sillysoft\lux\util." You have to first compile these SDK classes (Board.java, Country.java, CountryIterator.java, etc.). I did this by going to those two directories with the command prompt and then using javac:
javac -cp "c:\program files\lux\luxsdk\src" *.java
I think there are also some build scripts provided with the SDK if you can figure them out.
Now you're ready to start writing your bot. My bot is in package "org.mcglynns.lux" so it is in the directory "C:\Program Files\Lux\LuxSDK\src\org\mcglynns\lux." When I want to compile my bot I go to this directory with the command prompt and type
javac -cp "c:\program files\lux\luxsdk\src" MyBot.java.
This generates MyBot.class in the org\mcglynns\lux directory. Lux will not look for the bot here: you need to put it in the Agents folder. On my computer this is at "C:\Program Files\Lux\Support\Agents," so I copy the .class file to there.
Now I start up Lux from the command line by typing "java -jar LuxCore.jar" in the "C:\Program Files\Lux" directory. Running Lux this way allows you to see any output the bot makes via System.out.printlns or any exceptions that are thrown in real time in the command prompt. Then you can make modifications to your bot, recompile it, copy the new version into the Agents folder and run Lux with the new version.
After writing all I imagine the process seems long and involved, but once you have it figured out it's pretty quick.
Good luck, and I hope to see a bot by you competing online in the future.