I had a lot of trouble installing Eclipse and PDT on my system. It took two days, largely because all the tutorials I could find were out of date (written in 2008, it's 2010 now) and various steps they included were no longer necessary, broken, or irrelevant. I wanted to write my process here so it could be improved upon (via wiki) as time goes on.
Install Eclipse without PHP plugin ("Eclipse Classic"). This will give you a complete Eclipse, which I find preferable, as the UI is more fleshed out (e.g. you get a default list of Perspectives, which helps you understand what Perspectives are.)
Install PDT SDK with the Help Install New Software menu item. You'd think you'd be done here, but if you try to run something, it'll fail complaining of not having a debugger.
Install the Zend Debugger. It'll fail if you try to use the Install New Software option, as many tutorials suggest ("No repository found containing osgi.bundle.org.zend.php.debug.debugger.5.3.7.v20091116".) Instead, download it from http://www.zend.com/en/community/pdt, and manually copy the features/ and plugins/ directory into your Eclipse install (these instructions are not written anywhere).
Restart Eclipse
Monkey with preferences for a while -- if you followed a previous tutorial and tried to manually add your php executable to Eclipse prefs (/usr/bin/php), remove it (PHP PHP Executables). Set one of the Zend Debugger executables to the default. If you've already tried to execute a .php file, remove the existing "Run" profile you (maybe weren't aware that you) created (Run Debug Configurations...).
Eclipse works! You should be able to run a .php file as a script just fine.