Oscilloscope, multimeter, GPIO toggles, logic analyzer, JTAG/SWD-enabled debug hardware. (Hey, I'm an embedded software engineer).

Sometimes debug printfs out a UART or USB if my system lets me, sometimes I'll create a log in memory if I can't printf or if the issue is timing sensitive (which a lot of my work is).

Pen & paper end up being very useful too - often writing out what I'm thinking helps me figure out what's going wrong faster than poking around the code or circuit board.