To date, my go-to development environment - in Visual Studio 2015, is the VisualMicro add-in. There's no hardware debugging, but I've found it easy to use and reliable.
However, I've been interested on getting JTAG ESP8266 hardware debugging working in Visual Studio using the Sysprogs VisualGDB add-in - with mixed results.
I started with the Altera Bus Blaster than I already had on hand for programming Arduino. (hint: don't bother, it won't work: no reset control - see this discussion )
There are several tutorials, some not really up to date, but each with interesting information: