There are many IDEs that work for PHP and are widely used by Drupal developers.
- Netbeans. This post on the benefits of Netbeans is also a good rundown of the benefits of using an IDE, period.
- Eclipse. This post covers all set-up and use of Eclipse Kepler.
- CodeLobster focuses on PHP CMSs and Frameworks
- (Not free) PHPstorm is the proprietary IDE probably getting the most adoption by Drupal developers, see this how-to for example.
Then there's text editors so powerful power users can make them into an IDE: