I’ve recently finished writing a Firefox extension that allows pinyin input with tone marks. It’s very similar to the online tool I wrote in the past, but it should be much, much more convenient. It’s cross-platform and it’s a button that sits in your browser’s status bar, so it won’t get in your way like an IME would when you don’t want it.
It’s version 1.0, but it has already been tested on Mac, Windows (XP and Vista) and Linux. The download and the instructions are on here: Pinyin Input Firefox Extension