Groovy is supported natively in NetBeans IDE from NetBeans IDE 6.5 onwards.
How To Get Started
A Groovy editor is a standard part of the "Java" distribution, i.e., the distribution aimed at Web development. Also included in that distribution is support for Grails. Click here to download the "Java" distribution, 6.5 or above:
http://www.netbeans.org/downloads/index.html
Creating a Groovy Application
Here is described how to use Groovy in NetBeans IDE:
http://www.netbeans.org/kb/docs/java/groovy-quickstart.html
Here's a screenshot showing a specific icon for Groovy files in the IDE:

Creating a Grails Application
Here is described how to use Groovy in NetBeans IDE:
http://www.netbeans.org/kb/docs/web/grails-quickstart.html
Creating a Griffon Application
Work is being done on Griffon support for NetBeans IDE too. A pre-alpha version of the support is available here:
http://plugins.netbeans.org/PluginPortal/faces/PluginDetailPage.jsp?pluginid=18664