Development Board Firmware
Development boards with integrated debug probes are cheap, convenient and common. They also have their own complexity - integrated debug probes have MCUs which may be more powerful than the target MCUs, and have firmware and bootloaders of their own.
Most USB-connected development boards produced today have a similar architecture.
Target MCU and Peripherals
The Target MCU is the device that the development board is designed around; vendors typically will have development boards for each major variant of the MCUs that they produce.
Depending on the MCU and the vendor, there may be additional peripherals and connectors connected to the MCU. Most development boards will include at least one LED and button and provide access to most device pins through convenient headers.
Embedded Debug Probe
Elsewhere on the development board will be an Embedded Debug Probe, a small MCU that is usually connected to an on-board USB micro or USB mini jack. The debug probe typically includes a power supply connected to the USB jack that may also be used to power the Target MCU, indicator LEDs, and a reset button.
The debug probe will be connected to the Target MCU though a debugging interface such as JTAG or SWD, which it will use to control and program the Target MCU. It will also have a pin to control the RESET line of the Target MCU. In many cases, the debug probe will also be connected to a set of Target MCU UART TX / RX pins that can serve as a serial console.
In some cases some of these pins may be brought out to headers so that they can be used to debug external devices. The debug pins of the Target MCU and the debug probe MCU itself may separately be brought out to headers so that an external debug probe can be used to debug the Target MCU and the embedded debug probe.
The embedded debug probe will have its own firmware stored in flash memory to run an application that allows the debug probe to communicate through the USB port and with the Target MCU. We'll refer to this as the Debug Application. The Debug Application will usually provide some kind of low or high level debugging interface, sometimes a virtual USB mass storage device for drag-and-drop firmware uploads to the Target MCU, and sometimes a virtual USB serial port connected to the Target MCU serial port.
There will also need to be a Bootloader to load the Debug Application into the debug probe's flash memory. Some common MCUs have built-in bootloaders using a protocol such as DFU that can be used for this purpose; many other debug probes use a specification called OpenSDA which provides a way to upload firmware by making the debug probe appear as a USB mass storage device. OpenSDA in particular provides a standard platform that allows different types of debug applications to be installed, one at a time.
Debug Probe Platforms
There are two major debug probe platforms being used today.
ST-Link is used in the popular STM32 Discovery and Nucleo boards, as well as in a large number of standalone debug probes including cheap clones. While not an official standard, ST-Link is based on a STM32F103 MCU.
ST-Link debug probes are updating using DFU, but the firmware upload is encrypted. ST provides a Firmware Upgrade Utility to update their boards with the latest firmware.
J-Link also provides a Windows-only STLinkReflash utility that allows installing the J-Link debug application on ST-Link debug probes.
OpenSDA is an open debug probe platform based around a standard hardware interface and USB debug protocol. OpenSDA provides a bootloader that allows installing debug applications via drag-and-drop to a virtual USB drive. In many cases the bootloader itself can be upgraded by using drag-and-drop.
The most common debug applications running on OpenSDA devices are
Debug Applications run on the debug probe MCU and are responsible for implementing the USB debug interface, virtual USB serial ports, and virtual USB mass storage devices for drag-and-drop firmware uploads. Each debug application uses its own USB debug protocol which needs to be supported by software running on the debugging host.
ST-Link is the debug application used by STMicroelectronics on their popular Discover and Nucleo development boards and on their standalone ST-Link debuggers. Most devices are running ST-Link/V2 or ST-Link/V2-1 and also support virtual serial ports and USB mass storage device protocol for drag-and-drop programming.
ST-Link/V2 and ST-Link/V2-1 are supported by OpenOCD.
DAPLINK (the successor to CMSIS-DAP) is an open source debug application that runs on a wide variety of devices supporting the OpenSDA specification. It is found in NXP / Freescale products such as the popular FRDM development boards, as well as many others. Many debug probes support virtual serial ports and USB mass storage for drag-and-drop programming.
DAPLINK is supported by OpenOCD using the CMSIS-DAP protocol.
J-Link is a popular proprietary debug application that runs on J-Link standalone debug probes as well as a wide variety of development boards. Segger provides downloadable firmware that can be installed on OpenSDA boards, LPC-Link2 boards and even ST-Link development boards. Depending on the specific version, virtual serial ports and USB mass storage for drag-and-drop programming may be available.
J-Link is supported by OpenOCD and by J-Link's own software.
PEMicro is a proprietary debug application that runs on PEMicro standalone debug probes and on a wide range of OpenSDA devices. It can support virtual serial ports as well as USB mass storage for drag-and-drop programming.
PEMicro is not currently supported by OpenOCD (is osbdm currently available?) but PEMicro does provide GDB Server for ARM Devices.