Texmaker

Texmaker is a free, cross-platform latex editor.

Installation

Here's what I did to add a custom build command that would include the bibtex command: Options --> Configure Texmaker --> Quick Build --> User

latex -interaction=nonstopmode %.tex|bibtex %|latex -interaction=nonstopmode %.tex|latex -interaction=nonstopmode %.tex

Also, I made sure that the bibtex' command is defined as follows:

bibtex %