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Setting up debugging with Eclipse toolchain is a nightmare.
We would need
1) Eclipse
2) GDB - TODO an explanation what is the role of GDB
3) OpenOCD - "on chip debugger", the lowest-layer of debugging interface.

Useful links:
http://hertaville.com/2012/09/16/part-3-debugging-openocd-0-6-0/
(sorry this one is in Russian) http://makesystem.net/?p=2146

Step 1: installation

Download OpenOCD and start stm32f4 configuration like run_openocd.bat

OpenOCD windows binaries are available here

Configure 'Debug' as on these pictures:




http://i.imgur.com/plS8JMt.png
http://i.imgur.com/K0j34v4.png


http://i.imgur.com/hY5rdKn.png
http://i.imgur.com/pgc00mg.png
http://i.imgur.com/zo6K9DG.png
http://i.imgur.com/Irv4xFZ.png
http://i.imgur.com/kRgapgT.png

Checkout ChibiStudio. It's a very nice packaged Eclipse setup for ChibiOS, GDB, OpenOCD and GCC.

if somebody use J-Link Debugger see that - http://gnuarmeclipse.livius.net/blog/jlink-debugging/

Just a note for myself: debugging works fine with 5.4_2016q3 version of everything and open OCD 0.9.0 as long as I point at the correct version of arm-none-eabi-gdb.exe

Using arm-none-eabi-gdb.exe from the wrong version does not help things

Also just tested and 7 2018-q2-update works as well.

One little annoying issue with some F7 chips - they have silicon errors causing default software breakpoints to not work. OpenOCD is kind enough to show relevant error message "Warn : Silicon bug: single stepping will enter pending exception handler!"

In order to use openocd and debug F7 you need to change break point breakpoint type from default to "hardware"

See also http://www.chibios.com/forum/viewtopic.php?f=16&t=4912