I develop applications using PHP or Java and will study Perl for the first time.
For PHP and Java, there are integrated development environments such as Eclipse, and
If you're already familiar with debugging in Eclipse, then the EPIC plugin is exactly what you're looking for.
It's got stepped debugging within the Debug perspective, like with other languages in Eclipse. It's not as strong as the Java support, but it's got an easier learning curve than e.g. "perl -d" (the 'standard' way to debug Perl), or even learning a new editor like Emacs, with its Perl debugging integration.