My favourite editor is Komodo Edit (free and crossplatform) and I use it for my everyday coding work. Just recently I found out how to make it help me to work with Yii. :) So follow these steps:

1. Create your webapplication.
   
2. Start Komodo Edit.
   
3. Create new project.
   
4. Open 'Project Properties and Settings' (Project → Properties).
   
5. In dialog that appears choose 'Directory and File Filters' and specify your application folder (e.g. WebRoot/testdrive).
   
6. In the same dialog choose Languages->PHP and add the path to your yii/framework folder by clicking add button.
   And that's it. Now you can enjoy code completion and calltips for Yii classes, methods/functions.
   But I must give you two remarks:
   
7. It takes time to parse all the Yii files and it may seem not to work at first. Be patient.
   
8. Unless you remove yiilite.php from your yii/framework folder in calltips you will see only function name with the list of its parameters. But if you do remove yiilite.php you'll be able to see much more information about the function.
   Hope my little article will be of some use for you.