I personally like to use the Zend Development Environment more than any others. It's made by Zend, of course, which are the people behind PHP. It's a great environment and it's multiplatform (I use linux, so that's a nice thing). It's not free software, but it's damn good. It has built in execution/debugging etc so you can completely develop and test software locally. It has integrated ftp support, etc.
They have a free evaluation copy you can test out.
If you are looking for something else or something free, http://php-editors.com has a decent little database of different editors available and you can sort by platform and licensing schema.
