Haxe is able to generate source maps, allowing JS debuggers to map from generated JS back to the original Haxe source. This makes reading error stack traces, debugging with breakpoints, and profiling much easier.
Compiling with the -debug flag will create a .map alongside the .js file. Enable it in Chrome by clicking on the cog settings button in the bottom right of the Developer Tools window, and checking "Enable source maps". The pause button on the bottom left can be toggled to pause on uncaught exceptions.
Support for Firefox and other browsers that implement source mapping is planned.