Console feeling bulky? Make sure CSS > Log is disabled. If this is enabled, your page gets a reflow listener that makes it slower.
Also, consider turning off logs you do not need. We have turned off css warnings by default, and we will continue to turn off more kinds of messages by default, soon.
That feature means you can set a breakpoint in any javascript and while you are paused on a frame you can execute JS in the web console. The code you type executes in the stackframe you have selected in the debugger.
Each of the aspects you tackle are known and we are working towards improvements in each area. Even myself as a web developer I find things that we are missing - I understand your pains here!
Break on events and break on XHR is something we really want to have ASAP. I expect these will be among the first ones to land - from the things you mention.
Also, make sure you try the new net monitor in Firefox Nightlies.
This is a bitter pill: any shortcut we choose is a different kind of 'wrong'.