thanks for your comments.
By "better" I mean that there is some. If you use TOAD or TORA you get syntax colouring and all those kinda things. TORA has a half decent PL/SQL debugger. Even using Emacs with SQLPLUS or PSQL gives you syntax colouring and the ability to test things line by line. Compare that with writing SELCT statement embedded into Java strings.
Yes, you can still test the SQL statements before you embed them, but you can't test PreparedStatement's for example... it's much easier with procs.
As for logging I agree that console logging and DBMS' don't go together at all. I always use a table with a timestamp and a wide varchar. I think that's a fairly widespread technique.
I know some people don't like using a log table because it takes some setup. But I've never understood that, the time taken to create a table for this purpose is tiny.