Please look into Eclipse. This is an advanced IDE used for Java, PHP, Javascipt and HTML. It is highly configurable and is opensource so it is free. It is build using Java and can run on any OS that supports Java Virtual Machines which certainly applies to Windows, Mac, and Linux.
It does have code highlighting that can be setup for HTML and PHP; even when intermixing PHP inside an XHTML template the appropriate PHP and HTML/JS highlighting apply properly. You can have syntax suggestions configured as well as the full PHP library. The Remote System Explorer is a dream, as it allows you to manage via ssh, sftp, ftp, Unix, Linux or Windows connections to your remote servers and can manage the web files the same way you manage local files.
Take a look at http://www.eclipse.org/pdt/downloads/ after you install eclipse you can use the Software Manager to setup your XHTML and Remote System Explorer plugins as well as additional sytax and highlighting plugins.
Work definitely is needed to understand what you can do with this IDE but once learned will be all you need moving forward.