In what aspect do they differ from each other?
AVR Studio is Atmel's officially supported Integrated Development Environment. It runs on Windows only, and includes an Atmel-proprietary assembler that uses a different format than the gnu assembler. While gcc and related tools are used to provide C compilation, most of AVR Studio is closed source proprietary software.
gcc and related are open-source development tools that are mostly command-line oriented and run on linux and unix (and unix-like operating systems.)
WinAVR is the gcc tools and related bits (bash shell, "make", etc) that are compiled and packaged to provide a unix-like command-line development environment for AVR under windows.
Eclipse is a standard (and open-source) GUI "Integrated Development Environment" for various operating systems (written in java and designed to be portable) that supports a large number targets and languages and processors and stuff. The AVR plugins allow it to generate code for AVRs.
Arduino is a project aimed at allowing non-engineers to use microcontroller to "do stuff." It's IDE is vastly simplified compared to AVR Studio or Eclipse, and it includes additional libraries that add simplifying concepts on top of normal programming languages.
Is there any advantage in using Programmer's Notepad over AVR Studio?
AVR Studio is for AVRs only. Programmer's notepad isn't. OTOH, AVR Studio is designed specifically for AVRs, and Programmer's Notepad isn't.