If you're interested in free software, you're pretty much limited to something that is eclipse-based. I've tried most of the major ones, including Komodo, Zend Studio (not free), Aptana Studio, etc. There's also NetBeans (not eclipse-based), if you have experience working with NetBeans for Java development.
Learning any IDE is a big investment in time and you'll get a zillion different responses because a choosing a good IDE for you depends on your goals. If you're just learning PHP for the first time, and goal is to have an integrated debugger (helps you find mistakes in your code), then I really suggest the Zend Studio IDE along with Zend Server to host your applications. Zend Server is similar to XAMPP. Working with those two together will allow you to more easily trace code, debug, etc. Zend Studio isn't free, but you could find a version out there somewhere or get an unused copy from a friend. Negative: not a lot of tutorials or info out there about setting it up, but a while ago I managed to do it without many problems.
Otherwise I would suggest Aptana: http://www.aptana.com/ It's free and there is considerable support if you search Google for answers to your challenges/questions.
Good Luck! Maby let us know if you're just getting started learning PHP, or if you have experience with another language/IDE - that would help everyone figure out what the best option for you might be.