Atmel debuggers

I am looking for more robust debugging tools than Serial.print. Atmel makes several debuggers including the Dragon, JTAGICE2, JTAGIC3 and AVR One. They range in price from $59 to $599 and the differences are confusing. Could someone summarize the differences between them and which would be best particularly for use with the Mega2560 and Nano3?

Atmel has at least two separate debugging protocols at the moment.

There is "debugwire" as used on the ATmega168/328 (used on Arduino nano3)
There is JTAG, used on the higher pin-count AVRs (Arduino Mega2560 included.)

You'd want to make sure that whatever debugging tool you buy supports both of those, and probably both SPI and PDI programming as well.

Note that the Mega2560 does not have a "standard" JTAG connector, although the relevant signals go to analog4-7, so some sort of adapter should be possible.

According to the spec sheets it appears that all four Atmel debuggers support SPI, PDI, debugwire and JTAG.