Eclipse and Netbean IDE have built in debuggers. Standalone app available are :
http://www.bluemarsh.com/java/jswat/ (Based on netbeans framework) and Bugseeker from Karmira(Site seems to be unavailable at the present). I have primary used Bugseeker on standalone applications. Its not a free product however, but it better than eclipse and JSwat which I have used a bit in the past. Eclipse, netbeans, and jswat are free. Eclipse and netbeans are heavy weight beasts, upward of 50Mb. JSwat weights in at 18Mb.
