Discovery or Nucleo is something like $9 and they include a proper debugger
Yes they integrate the ST Link V2.1 (sold in V2.0 as standalone programmer/debugger), so they are fully compatible with STM compatible tools. As you said, the biggest advantage is the debugger.
You can't use Arduino IDE but that's the occasion to go to a real IDE like Eclipse which will give you all the options (verification as you type your code, auto suggestion, debugger, ...). Having an official programmer/debugger is also an advantage: you don't have to make twisted configurations to get it work, you have all the functionalities pros have with the same level of quality and you don't ask yourself if your debugger really work.
For the price, the Nucleo F4 is a great value.
Nucleo are pin compatible with arduino Uno shield (although I think you need the compatible libs of course). The discovery F0 seem to be breadboard compatible but more powerful versions are not I think.
The maple is a project initiated at MIT in which they have ported the arduino IDE to the STM32 chip. However, I think you will be limited to the Maple compatible boards (there are like 2). With the Nucleo or Discovery, you have access to all the range of STM32. You won't be able to run your arduino code as is.
Me too, I was willing to start on STM32 some weeks ago. Finally I settled for the Nucleo for the above reasons. I've go a nucleo F4 waiting for me but I haven't had time for now to play with it but that will be surely my platform for my next project.
Setting up a complete dev env is more difficult than just installing Arduino IDE but that's more rewarding to have a real IDE with all the functions as a pro env. May be I'm a little biased because I come from the IT software dev and so I spent much time developing.