The MyEclipse XML editor provides autocomplete for XML files using DTDs or Schemas, so as long as MXML files are well defined via a certain Schema (it looks like they are) you will get full tag completion, syntax coloring, etc.
The only thing you would need to do is edit your Window > Preference > Workbench > File Association settings to add the mapping between “*.mxml” to the “MyEclipse XML Editor”, and you should be all set.