Should I use an IDE like NetBeans to make games, or should I stick with Eclipse?
For making games, it doesn’t matter. It’s personal taste.
I prefer Eclipse, the next poster probably does not 
I want to start learning about making GUIs and customizing them a lot to make some cool effects. Any tips on where to get started?
You’re right, I prefer IntelliJ IDEA. 
If you want to make desktop application GUIs, have a look at Swing: http://java.sun.com/docs/books/tutorial/uiswing/
Before you start making “cool effects”, it’s best to first learn the basics of making GUIs. What kind of effects would you want to make and what for?
Eventually I want to be able to make 2d rpgs. Although, I don’t know if I need cool effects… but I want to be able to make the gui look good somehow.
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For free IDEs I prefer NetBeans 
Swing might not be the right framework for game GUIs. If you use Slick, there is SUI and you probably want to have a look at Feng GUI but haven’t tried it’s theming capabilities (the defaults look rather unappealing). To use it with Slick you need a wrapper: http://slick.javaunlimited.net/viewtopic.php?t=535