Things which Just Work
Both tools "just work" without any fuzz, and on my development platforms Mac OS X, Linux and Windows. The Saleae comes with very easy to use software, has nicely engineered hardware, extensibility and awesome support (three years warranty!). The J-Link is maybe not as sexy, but it handles the key task of debugging, flashing and interfacing with GDB without hiccups.
For both tools, cheap clones do exist, but it is a no brainer to spend a little more money to reward the excellent work that went into them.
PS: Yes, the Apple Newton also falls into this category, but I don't think that needs to be explicitly pointed out ;)