While pdb has the advantage of being available out of the box, it can be quite terse, and a few more comfortable options exist.
The Iron Python debugger, ipdb, is a popular choice that uses the same commands as pdb, but adds improvements such as tab completion and syntax highlighting for more comfortable use. It can be installed with:
$ sudo pip install ipdb
And a breakpoint is added with the following line:
import ipdb; ipdb.set_trace()
Another alternative debugger is pudb. It also supports the same commands as pdb and works in text-only Terminals, but uses a graphical display similar to what you can find in an IDE debugger. Useful information, such as the variables in the current context and their values, ...