... saw Marc once hooking the Eclipse debugger into an Apple, and that seriously kicked ass - you don't need println() anymore of you have a full-blown debugger at your service.
Yes, if you're debugging java code it's fairly easy to setup the JVM for remote debugging before starting Cocoon, and then do whatever.
But I don't think this helps for debugging flowscript or other stuff that Cocoon interprets by itself (sitemaps, XSLT, etc.). That's where a debugging framework could help.
-Bertrand