You can use the Arduino Pro IDE's debugger with any of the Arduino SAMD boards. The Zero is especially convenient because it has a built-in debugger. With the other SAMD boards, you'll need to attach a separate CMSIS-DAP compatible debugger probe to the board. The Black Magic probe is a popular option. I use this low cost, open source option:
https://www.tindie.com/products/ataradov/cmsis-dap-compliant-swd-debugger/When it comes to attaching the debugger probe to the non-Zero SAMD boards, the MKR 1000 is very convenient because it has the standard 2x5 SWD header right on top of the board, so you only need to plug your debugger in and you're ready to go! On the other official SAMD boards, there are pads on the bottom of the board that expose the SWD interface, so you'll need to make the connections to those pads in some manner. The pads on the MKR boards are for a 2x3 0.1" SMD pin header. Those headers are readily accessible and easy to solder and adding one to the board will make it easier to make the connections to the SWD pins.
As for the support in the Pro IDE, this is still in the alpha development phase, so you can probably expect to encounter some occasional bugs in the Pro IDE itself, but this project is under active development so a bug today might be fixed by the time the next nightly build is released.
I'm not very experienced with hardware debugging. From my previous experiences trying to use GDB with AVR, I was expecting this to be difficult to accomplish even with the Arduino Pro IDE. I gave it a try when the debugging functionality was first added to the Pro IDE and was pleasantly surprised how easy it was to get started debugging. But I only did a basic "hello world" type of sketch and haven't found the time to go much beyond that. I'm looking forward to trying it out again and seeing the advancements that have been made since that time.
So I'm not the best person to provide guidance, but if you get the necessary hardware and run into any problems, feel free to post here and I'm sure we'll be able to get you started.