Depends on what you mean by "PHP software". WAMP is my favorite alternative to XAMPP on Windows, if we speak about all-in-one solutions. Actually, I would recommend taking a look at all these parts ( Apache, PHP, MySQL ) separately - it'll give you a better knowledge of what's going on inside all these all-in-one packages ( #1 - LAMP ).
Yup definitely better to use the three separately. I don't understand what the problem with XAMPP is however