Installing PDT and Zend Debugger (client) is easy -- just add these two Update sites to your Eclipse and grab all the updates:
After restarting, you can do console php debugging as shown in in the above article. Very cool -- breakpoints & console work as expected, and you can step in/over/though code and see variables, just like with the JDT debugger for Java code.
Getting PHP web debugging to work took a little more effort. This is partly because of my eclipse.org sandbox setup, but also because I didn't RTFM properly. Also, I encountered an editor management bug which might be related to how Mylyn and the Auto-pin Tweaklet play together.
Anyway, after breaking with tradition ("hack first, ask questions later") and actually checking in a newsgroup for help, I found a link to Installing the Zend Debugger Server. Server installation was straightforward -- just grab the latest server code and unpack it into
/opt or similar, and follow the steps in the install guide /
Then I had to simply configure PDT a little...