After quite a bit of searching, I’ve finally found a decent Cantonese IME (for XP/Vista — still no luck for OSX): Cantonese Phonetic IME. I’ve installed the Jyutping version (Yale and other romanizations are available as well), and I’m enjoying it a lot. It’s no Google Pinyin, but compared to everything else I’ve found for Cantonese it’s terrific.
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Maybe you’ve found it, but there are IMEs for Cantonese.
This site is a great resource for everything Chinese etc for Macs:
http://www.yale.edu/chinesemac/pages/input_methods.html#other
There’s Yale and Jyutping, I think. If you have the HKSCS, you get input a lot of Cantonese-specific characters.