PHP and Windows are often enough at odds that not having a nice REPL is probably going to be the least of your problems. The other poster is right, bring up a VM and be happy.
Huh? PHP and IIS work perfectly fine together. MS has worked really hard to make PHP a first-class language on their OS. PHP 5.3 and IIS 7.5+ are dead simple to get working. Azure features PHP support as one of their main features.
I've even got a client on an ancient Windows 2000 box running PHP. Took all of an hour to get running. Yes, not the most preferred stack, but they aren't at odds.
If you are using IIS/PHP how interchangeable is that with LAMP? In other words if I develop locally using IIS/Windows can I just drop the same code onto a LAMP server without breaking anything?
I run PHP on Windows but with the full LAMP static (Apache running on Windows) and deploy to Linux without modification. I suspect you could also do that with IIS (as PHP abstracts the server interface) but I have not tried it.
I just wanted to point out that it unfortunately doesn't work on Windows. And thanks for the suggestions, I am regularly setting up and using VMs already.
I've even got a client on an ancient Windows 2000 box running PHP. Took all of an hour to get running. Yes, not the most preferred stack, but they aren't at odds.