There's a pretty spiffy VisualStudio-like PHP application available at www.soysal.com/PHPEd/index.html (include the index.html, otherwise you'll get a blank page). It's a beta, and I've had it crash every once in a while (usually when I load a really big file full of functions), but it's pretty smart.
It even features many of the cool stuff that makes the MS VisualStudio apps easy to use (function completion, online help via the PHP manual, etc).
Unfortunately, it hasn't had a new version release since like March :\
--Ryan