Kate has a new plugin called “Highlight Selection”. Since it is a KTextEditor plugin, it is available for all apps using KatePart (e.g.: Kile, Kate, KWrite, KDevelop etc). What does it do? If you select a whole word, all occurrences of this word are highlighted as well:
You can jump to the next occurrence with ctrl+h (btw: ctrl+h works already since KDE 4.2 or so). The plugin will be included in KDE 4.6. If you can’t wait, you can use it already now by building Kate from the sources.
(Side note: Be careful with enabling this plugin in KDevelop, since KDevelop itself is already doing extensive highlighting)