I generally prefer to write my posts with WordPress’s visual editor, as it gives me a better idea of what the post will look like as I write it than the HTML view does. But it still looks different than the final post will when published.
WordPress 3.0 will support custom CSS for the post editor. It will look for a editor-style.css file in your theme and apply it to the content of the editor. You can set the width to the same as your theme frontend’s post container, style the links and images appropriately, etc. With a little bit of work you can have the post editor look fairly close to what your published posts are like.
Deluxe Blog Tips has the full details on how to set this up: Change Editor Style In WordPress 3.0