Have your HTML editor open and set up to display your FTP or local working directory panel, giving you access to your WordPress installation files. Also, have a couple of browser windows open with your WordPress home page loaded into one as well as the WordPress Administration panel available.
Tip
Tabs!
Use them. They're one of those neat built-in Firefox features we were talking about (Yes, I know. Every decent browser has them now). Keep all your WordPress development and admin views in one window. Each tab within a Firefox window is accessible via keystrokes such as Ctrl + 1, Ctrl + 2, and so on. It makes for a much cleaner work space, especially as we'll already be in constant Alt + Tab flip mode. Flipping to the wrong browser window gets annoying and slows you down. You'll quickly get in the habit of Alt + Tab, Ctrl + ? to jump right to the WordPress theme view or administration page you need.