I'm happy to tell you that today Yexo has commited my break on string patch for the AIDebug window. Here's what I wrote about it on the wiki:
I wrote:As of revision r19544 there has been added a few new controls at the bottom of the debug panel for breaking an AI when certain log messages come up. In order to use it you type a string into the text box and when your AI prints a log message that matches this string, the AI will be suspended after the AILog call and at the end of the current tick OpenTTD will be paused. When you hit the continue button or the regular pause button, your AI will continue to run. If you temporarily want to disable the matching without clearing the edit box you can use the small toggle button to the left of the edit box.
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As you probably already have guessed, this is not available in 1.0 so you'll need to run a nightly from today or later to use it. If you find it tedious to run the nightlies, I would recommend taking a look at this wiki page: http://wiki.openttd.org/OpenTTD_Updaters. At the bottom of that page there is some hints that are useful if you rather want to make your own simple shell script than using one of the existing solutions.
I hope that you'll find the break string feature useful.
Edit: renamed the thread to "break on log message" as well as at the wiki, as it describes the feature better. Also added a link to the wiki page.