I have tried out a few different ide's and have found three that are really usefull:
1. Webuilder 2006 $39.85
http://www.blumentals.net/webuilder/
the above IDE has an SQL browsers in it that will help you to connect to a database and create a query.
2. PHP Designer 2006 (2007 is out now for $69)
http://www.mpsoftware.dk/
3. StarPHP donation
http://www.starphp.com/