I can't compare with the IDE you're used to, not being familiar with it.  
But generally speaking, I use Eclipse's auto-implement functionality in  
one of two ways.  Either I'm starting a new class from scratch, in which  
case I just add the interface(s) I intend to implement to the list in the  
dialog box for the new class, and then check the box that says to  
implement interfaces (this seems like the process you're talking about  
above).  Or I'm adding an interface to a class, in which case after I've  
added the "implements XXX" to the class declaration, Eclipse will show a  
little error icon to the left of that line, which I can click and choose  
the "implement..." option.

In either case, all the necessary stub methods for the interface will be  
added to the class, of which you can then of course replace the bodies  
with your own functionality.

I don't know of any way to add a class to a project other than going  
through the "new class" dialog, but assuming one exists, it probably has a  
similar way to specify interfaces to implement.  The fact that I'm not  
aware of the technique doesn't mean anything, really...I've only been  
using Eclipse for a few months.

I don't really understand your description of how your other IDE does it  
though.  You seemed to have left out steps for telling the IDE the name of  
your class and the name of the interface to implement, which account for  
half of the steps you describe as too much work in Eclipse.  Maybe it's  
just because I don't know enough about your other IDE, but I don't really  
see how even the "long way" in Eclipse is that much work.

Eclipse has a bunch of other ways to get at the refactoring features, and  
my guess is that if neither of those methods works for you, there's some  
other way that's more like what you're used to or more like what you  
want.  I recommend just exploring a bit and see what's what.

Pete