Bochs and MAME both have superb and widely-used debuggers, while Qemu is more limited but still has some debugging capabilities in its monitor, as well as a gdb integration. (Can’t say anything about PCem/86Box.) It seems that developers of emulators targeting good coverage of old stuff simply can’t not build a debugger, because it’s an integral part of their task to figure out what the hell the devs of the latest failing thing did to make it fail. Bochs is (was?) also quite popular in the OSDev scene as a debugging tool.