I've been using Komodo a long time already for PHP and web development. It has a feature to run unit tests inside the IDE, but frankly it was never really working well, and I've been using my own setup. With PHPUnit 3.5, the Komodo test feature is finally broken. So now is probably a good time to share a replacement.
In a GUI-driven operating system like Windows, where you don't hang around the command line that much, it is sometimes useful to run a PHP file from its context menu in Windows Explorer.
That's easy to set up. But a reasonably smart handler should perhaps not hand the file over to PHP blindly. PHPUnit test cases need a different treatment, so the handler could try to detect them and pass them on to PHPUnit instead.