PHPStorm is the best in my opinion (however NetBeans also works good with Magento, probably Eclipse and ZendStudio work good. but have no experience with them).
PHPStorm
- Code Completion
- Strong integration with Git, SVN and Mercurial
- Remote Deployment and Remote comparison
- PHPUnit Integration
- Portability (Windows, Mac OS and Linux) and many more useful features
But PHPStorm becomes really powerful IDE for Magento with the help of Magicento plugin
Magicento is a free PHPStorm plugin for Magento developers. Features include: Goto for factories and template paths, autocomplete for factories, xml files and class names, documentation for xml nodes, evaluation of PHP code inside Magento environment, and much more to come!