Although I have only used Netbeans and XDebug for remote debugging, it should be possible to use Eclipse PDT and XDebug. See:
On caveat, however. To configure xdebug you will need to modify some settings in php.ini - I am not sure if this will be possible on a hosted server. If not, you would need to have a local server that you use for debugging, and would need to figure out another solution for your "production" environment. Which may not be a bad idea, actually, as it would give you a good place to test your changes without risking breaking anything on your actual site.
Also, I recommend that you look into Netbeans, if for no other reason than to experiment and see what it can do compared to Eclipse. One nice feature is that you can set it up to automatically ftp (or scp) changed files to the remote site. So you can make some code changes, click the debug button, and after waiting a moment for your files to upload you can be stepping through code on the remote site.