I have just tried OpenOCD with Amontec (or Signalyzer) JTAG adapter, on another chip (Cortex A9).
It was working pretty nice.
I like OpenOCD, it has also helpful TCL and low-level JTAG features, e.g. also playing SVF files, playing with scan chain. DS5 and DStream hide too much: if JTAG issues - you are lost and the error messages there are not helpful. And creating a debug database for Eclipse is needed and a bit tricky.
I would think OpenOCD should work on a Cortex-M3 with one of the adapters supported by it (quite a lot on its list, e.g. Amontek, Signalyzer or a self-made JTAG dongle as well).
And if IDE supports GDB then it should work to integrate into IDE (otherwise debugging on GDB command line might be acceptable. I did sometimes, mainly e.g. for loading and launching new code images to target).
(sorry, no time left to give it a try and WICED Sense does not have a JTAG/SWD header/solder pads (?))
thanks, I use OpenOCD on other arm projects, just looking for anyone with hands-on experience with alternatives to j-link.