The ADT Bundle provides everything you need to start developing apps, including a version of the Eclipse IDE with built-in ADT (Android Developer Tools) to streamline your Android app development. If you haven't already, go download the Android ADT Bundle. (If you downloaded the SDK Tools only, for use with an existing IDE, you should instead read Setting Up an Existing IDE.)

Install the SDK and Eclipse IDE

Unpack the ZIP file (named adt-bundle-<os_platform>.zip) and save it to an appropriate location, such as a "Development" directory in your home directory.
Open the adt-bundle-<os_platform>/eclipse/ directory and launch eclipse.
That's it! The IDE is already loaded with the Android Developer Tools plugin and the SDK is ready to go. To start developing, read Building Your First App.

Caution: Do not move any of the files or directories from the adt-bundle-<os_platform> directory. If you move the eclipse or sdk directory, ADT will not be able to locate the SDK and you'll need to manually update the ADT preferences.