The Eclipse IDE with the PyDev plugin is cross-platform, has advanced debugging tools, and is free.
You can refer to http://pydev.org/manual_101_install.html in order to install PyDev correctly.
This tool makes an excellent PyQGIS IDE. Eclipse allows you to have multiple Python interpreters configured for different Python environments. When you install PyDev, it automatically finds the installed system Python installations. On Windows, you must also add the Python interpreter installed with PyQGIS. On all platforms, you must tell PyDev where the PyQGIS libraries are.
This recipe uses Eclipse and PyDev. You can use the latest version of either package that is supported by your operating system. All platforms ...