I have yet to see anything top the Auto Completion that was in Zend Studio 5.x. I have tried later versions, which are built on Eclipse, and well might as well be using Aptana...
Unfortunately this means keeping windows with the XP or 2000 look since the Java GUI (the one Zend Studio was built on) screws up in Win7 Look, but for the features Zend 5 has, it is well worth it.
Not only will it auto complete known functions, it will autocomplete variables/functions you make, and not only for your current file, but any open file (and I think any in open project), and will auto suggest Class items as well.
Plus being able to run local inside Zend Studio itself for testing parts of code is great. If only it easily let you save to both local file system and upload to the server at the same time.... (I just let a FTP program running in the background that every 10 minutes will download any changes to the server).