When trying to debug a MIDlet using the J2ME WTK and the EclipseME tool, you see the following on System.err:
Debugging not available in OTA mode (Except for -Xjam:run)
Go to the Eclipse 'Open Debug Dialog', and select your MIDlet. You will see that the 'Over the Air' option is checked against the Executable. Change this to be 'MIDlet' and then use the Search button to locate your MIDlet class.
You should have something like this: