First compile your java code with the '-g' option. Deploy the compiled code to your server. Then start the virtual machine on the server with debugging parameters:
-Xdebug -Xrunjdwp:transport=dt_socket,address=6000,server=y,suspend=n
Then either use JDeveloper or the standard (implementation reference) debugger from Sun, which is called 'jdb'. In the first case, go to Tools, Project Properties, flip open Debugger, click Remote and check Remote Debugging. Select 'Attach to JPDA' which means we attach to a Sun JVM. Then click OK and click the debug icon. Fill in the hostname and the address which you specified in the debugging parameters, for example 'oxdaps20a' and '6000'.
To debug with jdb, open a shell or DOS box and type:
jdb -attach your.development.box:6000
On the jdb> prompt, type the line
use /path/to/sourcefiles
to tell the debugger where it can find the source files. Set some breakpoints with the 'stop' command and then wait for the breakpoints to hit. Type 'list' to see where the flow of control is when a breakpoint was encountered. Type 'next' to go to the next line. Type 'step' to step into a method.
Note: when either debugger acts funny, i.e. breakpoints are set but never hit, breakpoints cannot be set, or the code stops in places where it shouldn't stop (empty lines, comments), chances are that the code that's running is different from what you are looking at. Compile and deploy your code again and start debugging again. When the JDeveloper debugger acts funny, use jdb instead. The JDeveloper debugger is more tuned to work with the Oracle JVM (OJVM), which coincidentally is now also available on Linux.
Note: when you debug a virtual machine, all threads halt, affecting other people's work. With jdb it's possible to let other threads continue, see also 'help thread'. With JDeveloper this is not possible (and I've heard that there aren't any other commercial debuggers that can do this either).
Note 2: if you want the virtual machine to wait while you remotely connect with the debugger, change the VM option 'suspend' to 'n'.