That said, println is my tool of choice, although I hear good things about printf :)
I think that, because of lack of resources, we probably have to accept that, as far as debuggers and IDEs are concerned, we are going to be stuck where we are for the forseeable future (emacs+speedbar in my case).
Recently I have been programming in scala. It is an interesting language. I wouldn't say it is better than OCaml, but the tooling and IDE support is much better (and the libraries... wow!), and as a consequence the programming experience is more enjoyable (for me personally, YMMV). Not having to write a make file is already a big win.