Currently, Jython ships with the pdb debugger module from Python 2.3. Unfortunately the 2.3 pdb is primitive even by command-line debugger standards. (For instance, if the program you are debugging throws an exception, it will take pdb down with it. Seriously. Did anyone actually use this thing?)
Fortunately all you have to do to get a much better experience is grab pdb.py, bdb.py, and cmd.py (for good measure) from a 2.5 CPython installation and run against that instead.
I've only tested this with Jython trunk but I think it should Just Work with the 2.2 release, too.