One of the complexities of developing web applications is that your server is busy with lots of stuff at once. Load a single page, and there could be dozens of requests, once all the scripts, styles, images, and Ajax calls are through. If you have some debugging traces in the main page, they'll get buried in all the other noise created by the subsequent requests.
FirePHP look like it gives a nice compartmentalization: the log messages from the main request stay tidy in Firebug. I haven't used it yet, because I need to whipe up some Python server-side code (the name FirePHP doesn't limit it to PHP debugging).