There is no "next step" in programming; PHP, like the other technologies you mention, are tools we use to solve problems.
One useful thing you could do is have a look at how similar problems are solved using other technologies: you seem to be interested in web application development, so similar tools exist like Java/JSP, Ruby/Rails, C#/ASP.NET, and so on. After your edit, this seems to be the most sensible route to take, as platforms like Java and .NET seem to be the way organisations are going, and where skills are used in a lot of jobs in programming.
Having spent some time going down those routes, you might be interested in larger systems that make use of enterprise features. Things like JSF, Struts, or futher - J2EE with EJBs make use of web technologies, but in a more enterprise fashion.
I'd also suggest you have a look at some open-source web applications to see how tools such as those you mention are used in larger applications with more users. Who knows, perhaps you can join in and help out on a widely-used project!
