Eclipse all-in-one here:
Zend debugger here: http://downloads.zend.com/pdt/server-debugger/
How to allow Zend Debugger and Zend Optimizer to co-exist: http://blog.tigeryao.com/2008/how-to-allow-zend-optimizer-and-zend-debugger-coexist.html
XAMPP download:

Instructions on how to enable debugging for Eclipse:

Zend Debugger installation instructions
—————————————

1. Locate ZendDebugger.so or ZendDebugger.dll file that is compiled for the
correct version of PHP (4.3.x, 4.4.x, 5.0.x, 5.1.x, 5.2.x) in the
appropriate directory.

2. Add the following line to the php.ini file:
Linux and Mac OS X: zend_extension=/full/path/to/ZendDebugger.so
Windows: zend_extension_ts=/full/path/to/ZendDebugger.dll
Windows non-tread safe: zend_extension=/full/path/to/ZendDebugger.dll

(*) the windows non-thread safe is used only with Zend Core 2.0

3. Add the following lines to the php.ini file:
zend_debugger.allow_hosts=
zend_debugger.expose_remotely=always

4. Place dummy.php file in the document root directory.

5. Restart web server.