Probably a way to solve this problem. Maybe jQuery needs a monadic method that logs the current chain object without interupting the flow.
$("div.blah > h1").logCurrent("Showing current item:")
where log current would display your message along with a representation of the current state of the transitionary object, and then return it back so you can continue on with the chain.
Something like this probably already exists. Or it wouldnt be too hard to write a plugin.