The major difference is price and cross-platform capabilities. phpDesigner is cost effective for the features, it has almost everything Zend does, but it isn't cross platform. Zend, on the other hand, is written in Java and can be used on other OSes; I found it to graphically freeze if an explorer window was drawn on top of it, though.

The thing to remember is that being spoiled is unimportant if you can write the same code outside the IDE. All the PHP I do I can freehand in a browser edit box, or type into notepad. The IDE facilitates faster development, but we should always make sure we remember how things work without the IDE. I may not remember every function, or every class, but there's a handy-dandy PHP manual that fills the gaps.

__________________
Programmers are in a race with the Universe to create bigger and better idiot-proof programs, while the Universe is trying to create bigger and better idiots. So far the Universe is winning. - Rich Cook