I've been running through PHPUnit a bit lately, and sometimes I need to track some of the variables as I'm going through the tests. I've found two tricks that have helped...
var_dump and --debug
If you add a var_dump($variable) to your unit test, you can use the --debug flag when running the unit tests to see the var_dump in the output. This is particularly helpful with arrays or objects.
If you need to output a single variable, or sometimes just a basic message, you can write to stderr, which in turn will push the message out to the screen
fwrite(STDERR, print_r('Message', TRUE));
That's it. Oh, and I like to use the --tap option for a little more verbose output when running the tests.