I'm not going to get into much detail here but PHP can actually be used for Applications aswell. [url=http://www.squidoo.com/constructionfactoring]construction fact. You have Java as well for application development which the end-user must have JDK installed but that's the same with PHP. PHP you must have GTK installed on the end-users computer for it to function properly.
Chili5 recently made a blog post, I think maybe just an article he posted, that asks why use Java when you have PHP for Application. It was a good read but for Web Development, I would highly recommend PHP for server-side and MySQL for the database.