I just discovered PhpStorm a few days ago, and have been hooked ever since. After spending a few days struggling to get the debug function working, I finally got it down to somewhat of a science. I never got the "no config debugging" working - so this process involves working out of a localhost folder, and accessing the php.exe directly.
In case it helps anyone else, I decided to write a tutorial on all of the steps, from start to finish. Just for kicks, I also explain the process for Netbeans, but make special note that PhpStorm is preferred :)