Flex Builder and Flash Builder both function as Plug-ins to Eclipse, though each also comes in a "stand-alone" flavor - which is still eclipse, but with a lot of the Eclipse functionality torn out for a smaller footprint.
What you want to do is pretty simple - get eclipse set up, install PDT or whatever your favorite PHP plug-in is and then install Flash/Flex Builder into that same instance of Eclipse. Make sure when you download FB you choose to download the "Plug-in" version instead of the stand-alone version. When you go to install it, it'll ask you where you want to install it - pick a location, and hit next. It will then ask you if you want to plug-in to an existing instance of Eclipse or use the bundled Eclipse (at least Flash Builder comes with a Bundled eclipse). Opt to select an eclipse version and point it toward the Eclipse install that has your PHP coder plugged into it.
If all goes well, once it' done you can open Eclipse and then switch views between Flash Builder and PDT all within one instance of Eclipse. I do this with Aptana, it's very handy to be able to do your HTML, PHP and AS3 all in one editor.
Good luck!
Also [edit]:
Adobe promotes Zend because of a Zend plug-in called ZendAMF. ZendAMF is the spiritual successor to AMFPHP - basically, with a little bit of setup you can create a dev environment where you are able to call PHP functions right from your AS3 code. You can set up a ZendAMF Class, for instance, called getUsers() which then queries your DB and pulls out a list of Users. You can use that to populate PHP ValueObjects, and then it will pass those VO's back to Flex in binary (much, much faster than XML) and if you have it set up correctly they will be data-typed as AS3 Value Objects of the same type.
This is very useful because it's all very transparent - you can then write an AS3 function called getUsers() which returns an Array of value objects, set it up to quietly call your PHP which calls the database, and have it return a value as though it were just all AS3 from start to finish. A bit tricky to set up, but once you're rolling there's really no going back! :)
Flash still has the ASO file, which is the compiled byte code for your classes. On Windows, you can see the ASO files here:
C:\Documents and Settings\username\Local Settings\Application Data\Adobe\Flash CS4\en\Configuration\Classes\aso
On a Mac, the directory structure is similar in /Users/username/Library/Application Support/
You can remove those files by hand, or in Flash you can select Control->Delete ASO files to remove them.
Best Answer
There's a similar question, posting in here too as it's just as relevant in this thread:
It's important to note that the Flash Player implementation is different on each platform and to an extent each browser, so expect notable speed differences. So if you're developing a resource intensive application you should be using profiling tools specific to each OS you're targeting, like for example Instruments on OS X and of course test the performance in each browser.