There is a new kid on the block.
Github has recently open-sourced their internally developed editor — introducing Atom! As a full featured code editor and lightweight IDE, Atom may seem like a lot of application for writing a few markdown files, but I still think it's worth a shake. Atom may be full featured but it feels super light weight. It is loosely tooled around the Chromium browser as a base for a specialty application, but the implementation is clean, fast and focused.
Getting started with it as a Markdown tool is easy. The very first thing you'll be greeted with when you open the app having done NO configuration1 is a markdown welcome note.

From there, a markdown preview pane is two clicks away: Packages » Markdown » Toggle Preview.

The result is a live preview that renders in nearly real time.

From there, poking around the UI is a very friendly experience. The feature set and ease of discovery and customization are really quite impressive. If you don't already have a loyalty to an editor, this might be worth having around. Personally, I'm still a vimer2.
1 The only thing I have done in this view after installing is scroll to a location in the file tree so you wouldn't see my home directory.
2 This post authored in gvim
with the latest dev version of Markdown syntax futures from Tim Pope's repos. Images posted later via SE's inline editor. Later revision brought to you from wasavi.