This beautiful application is here: http://incident57.com
CodeKit automatically compiles Less, Sass, Stylus, CoffeeScript, Jade, Haml files. It effortlessly combines, minifies and error-checks Javascript. It supports Compass. It even optimizes jpeg, png images, auto-reloads your browser.
More on this could be found here: http://css-tricks.com/codekit-2-0
Windows alternatives
http://suse.me/soft/codekit/all
Check out Prepro, Gulp, Grunt
From: http://css-tricks.com/forums/topic/windows-equivalent-of-codekit
"The Grunt ecosystem...