I got a bit tired of not being able to debug on the NXP LPC1114, which supports SWD only (no JTAG). I discovered Black Magic Probe (http://www.blacksphere.co.nz/main/blackmagic), which is an open source project that uses an STM32 to export a GDB server via an USB serial device. It support both JTAG and SWD and should support a wide range of Cortex-M0, M3, and M4 targets. It can be used both for debugging and flashing of the target device.
There is dedicated hardware for this, and it can be run on the F4-discovery boards as well. Unfortunately, I do not have any F4-discovery boards lying aroun