I currently have an Arduino, mbed, and finally, a Netduino at my disposal for development / hobbyist use. I never liked working with the Arduino, perhaps because the editor is not very good, and I'm definitely spoiled as a C# developer. When I received my mbed, I liked development on that much, much better, but debugging is still painful because you have to use print statements to figure out what's going on.
When you're developing a product, or just screwing around, a vast majority of your time at first is spent debugging... and when you are debugging, you want to have breakpoints. I have a very difficult time going back to embedded hardware that doesn't offer any sort of breakpoints.
I don't have experience with JTAG yet, but every micro I've seen up until now (besides the RabbitCore modules) requires it to allow debugging via breakpoints. Imagine my surprise when I hooked up my Netduino today and was able to single step through my code in VS2010! I was extremely pleased by this.
Personally, I would not worry about the footprint size, evils of .NET and Microsoft, etc. etc. I would only care about being able to debug quickly and efficiently, so I can just get stuff done.