I just recently stumbled upon PHPUnit's --bootstrap flag. I used to bootstrap each of my unit tests using a require statement at the top of the file. I always found this very tedious, but did not want to write some script to wrap each unit test. The --bootstrap flag solves this problem quite nicely.
If you separate your business logic from your data access logic, the last thing you want to do is make your business logic unit tests reliant on the database. This is normally not a big deal: retrieve the data, store it in an array and pass it off to the class with the business logic. Mocking the data for the unit test simply requires you to hardcode from array information in the test. However, I recently ran into a case where I wanted to pass Zend_Db_Table_Row and Zend_Db_Table_Row objects to the business logic and mocking them was not so easy.