Normally in IDEA, there’s an option “implement interface” in the quick fix on an interface name:

(The version in this screenshot is IDEA 10, but the feature is not new.)
But I don’t have this option since a while ago (don’t know exactly when I lost it) and I am not aware what I changed to break it:

(This shot is of IDEA 9, but others with 9 have the option, too.)
Just go to Settings -> Intention -> Declaration -> Implement Abstract Class or Interface and make sure it’s checked.