Xcode debugger
For advanced development a debugger may be very useful. Xdebug is the standard tool.
The main site:
Some articles on setting up and using it:
http://devzone.zend.com/article/2803-Introducing-xdebug
http://community.activestate.com/faq/how-do-i-get-php-debuggin
This Drupal module has additional tools for visualizing the Xdebug call traces:

Using XDebug with PHPEclipse
See also: http://drupal.org/node/75242#comment-945405