It's worth noting that Jetbrains IDEs seem to be getting support for remote debugging in VMs, and specifically Vagrant support. It's already in PyCharm[1], and hopefully it'll be available in their other IDEs soonish.

<insert standard disclaimer about how I don't work for/with Jetbrains, just a happy customer, etc>

[1]: http://blog.jetbrains.com/pycharm/2013/03/how-pycharm-helps-...