XCode is the development IDE for OS X that's available for free..
What language were you going to program in? If you want cross platform, then you have to first find a cross-platform framework that will allow you to deploy across those 3 OS'.
Qt is one such C++ framework that's used by many people successfully..
If you're doing web development, cross platform issues are not a concern.
You can write PHP code in any editor. As far as I know, there are no IDEs like VS for PHP (please correct me someone more knowledgable if I'm wrong).
PHP is primarily for web applications. You'd be better off using a language geared towards desktop development.
What languages are you familiar with?
Might could give this a look: Xojo: Company