For the really gritty problems that would be too time consuming to use print_r/echo to figure out I use my IDE's (PhpEd) debugging feature. Unlike other IDEs I've used, PhpEd requires pretty much no setup. the only reason I don't use it for any problems I encounter is that it's painfully slow. I'm not sure that slowness is specific to PhpEd or any php debugger. PhpEd is not free but I believe it uses one of the open-source debuggers (like XDebug previously mentioned) anyway. The benefit with PhpEd, again, is that it requires no setup which I have found really pretty tedious in the past.
