ST-Link/V2 is not-so-expensive JTAG/SWD debugger.
I use ST-Link/V2 with SWD to connect STM32 part of STM8S Discovery Kit.
The connection
Here is the top view of STM8S Discovery Kit:
CN5 of STM32 part of STM8S Discovery Kit TnRST 8 7 GND <---------- BLUE TDI 6 5 TMS/SWDIO <---------- BLACK +-> TCLK/SWDCLK 4 3 TDO | 1 +3.3V <---------- RED WHITE
and here is the top view of ST-Link/V2:
CN3 of ST-Link/V2 1 2 [MCU VDD] RED -----> 3 4 [GND ] BLUE -----> Power port of FST-01 5 6 /--- BLACK [SWD-IO] 7 8 |/-- WHITE [SWDCLK] 9 10 || ... || 19 20 vv SWD port of STM32 of STM8S Discovery