There are not that many tools out there that will support both client-side and server-side debugging. I am certain this will change as AJAX applications proliferate. I currently do my client-side and server-side debugging separately. Below is some information on the client-side debuggers on some of the commonly used browsers.
* Safari - Has a debugger which needs to be enabled. See the Safari FAQ for details.
While debuggers help a common technique knowing as "Alert Debugging" may be used. In this case you place "alert()" function calls inline much like you would a System.out.println. While a little primitive it works for most basic cases. Some frameworks such as Dojo provide APIs for tracking debug statements.