Can you elaborate? I'm eager to learn about different views on the matter.
Not too much to elaborate; JLink software is good, it's fast and pretty much universal. With ST-Link I always had issues getting OpenOCD to play nicely, and trying to use gdb through ST-Link was an exercise in futility. You'd get it wrestled to where the bug was exhibiting itself and then OpenOCD/ST-Link/gdb would crap out. Very frustrating!
With J-Link, it just seems to work. I primarily work on STM32, NXP and Nordic, but also use several other vendors (both ARM and non-ARM). Segger's CLI is a bit goofy and documentation on all the command line options is scarce, but once you're set up and using it it's largely hassle-free. I don't much like J-Link on Windows, but JLinkExe on Linux or OSX is great. Easy to script, plays nice with OpenOCD and gdb and, as I said earlier, Ozone is a *great* cross-platform debugger.
Mind you all these interfaces tend to use the STM32F0, and the Black Magic Probe (
https://github.com/blacksphere/blackmagic/wiki) looks to be a significant step up from JLink. Also OSS/OSHW, so that's a big plus too!