On the Jam side, I use ECHO statements as well.
 
I tend to make extensive use of
echo --------------------------------------------------------- ;
echo $(list-of-items:J=\n) ;
echo --------------------------------------------------------- ;
 
I would definitely take a look at Steven's debugger. It looked like it was making a lot of headway.
 
 
On the Python port, I use a typical Python debugger which works really well :)
 
Aaron