Is there any good way to do this, or should I just bite the bullet and either a) buy an IDE for PHP on Windows, or b) find out how to do this on Linux and run Cygwin?
There are free PHP plugins for Eclipse, but I'm not sure how well they support debugging, if at all. I would look into the PHP Development Tools (PDT) and Aptana Studio. I have Aptana Studio on my laptop, and I'm quite happy with it, but I've never needed to step through my PHP code.
VS.PHP has a great debugging setup built in, as well as the incredible intellisense we've come to expect from Visual Studio.
There are full instructions here:
http://dev.piwik.org/trac/wiki/HowToSetupDevelopmentEnvironmentWindows
on how to do this on Windows with Eclipse and Xdebug.
See this related question: How do you debug PHP scripts? (which isn't specifically about Windows, but has some good advice).
Don't 'buy' an IDE! There are very good free IDEs around for PHP on Windows. Aptana is very good and is rapidly becoming even better. The new version 1.5 is much faster and needs less ressources than the previous versions. You can use it with your prefered server stack for Windows like XAMPP. Aptana has a debugging view and integrates well with Xdebug. The new Aptana version also doesn't have the annoying path-to-identically-named-files-bug anymore.
In short: With Aptana and Xdebug you can:
- step through your code
- create expressions
- create breakpoints
- change values of variables live
- ...
All free! (and Aptana also integrates with SVN and co. and has many more great features).