Hmmm...I'm not aware of a free program. I think some of the Zend products may give you such power. For my own PHP programming I just check for what I need when I need it and generally echo it out to the screen. To make sure that I've gotten to a particular point in the program, I'll use
PHP Code:
echo __file__.":".__line__.") Got here<br />";
And, to check the value of variables at a certain point, I use something like
PHP Code:
echo "<u>".__file__.":".__line__."</u><pre>".print_r($some_variable,true)."</pre><br />";