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