I had a lot of trouble installing Eclipse and PDT on my system. It took two days, largely because all the tutorials I could find were out of date (written in 2008, it's 2010 now) and various steps they included were no longer necessary, broken, or irrelevant. I wanted to write my process here so it could be improved upon (via wiki) as time goes on.
Install Eclipse without PHP plugin ("Eclipse Classic"). This will give you a complete Eclipse, which I find preferable, as the UI is more fleshed out (e.g. you get a default list of Perspectives, which helps you understand what Perspectives are.)
Install PDT SDK with the Help > Install New Software menu item. You'd think you'd be done here, but if you try to run something, it'll fail complaining of not having a debugger.
Install the Zend Debugger. It'll fail if you try to use the Install New Software option, as many tutorials suggest ("No repository found containing osgi.bundle.org.zend.php.debug.debugger.5.3.7.v20091116".) Instead, download it from http://www.zend.com/en/community/pdt, and manually copy the features/ and plugins/ directory into your Eclipse install (these instructions are not written anywhere).
Restart Eclipse
Monkey with preferences for a while -- if you followed a previous tutorial and tried to manually add your php executable to Eclipse prefs (/usr/bin/php), remove it (PHP > PHP Executables). Set one of the Zend Debugger executables to the default. If you've already tried to execute a .php file, remove the existing "Run" profile you (maybe weren't aware that you) created (Run > Debug Configurations...).
Eclipse works! You should be able to run a .php file as a script just fine.