I've recently managed to obtain one of the elusive ARM-JTAG-20-10 leads from ebay, so I can finally connect my JTAG adaptor (an ARM-USB-TINY-H) to my Olimexino-STM32.
Putting the toolchain together by downloading up-to-date software packages didn't quite work... The JTAG and OpenOCD end worked fine (I could telnet into OpenOCD and run commands with absolute reliability); running GDB from the commandline on top of OpenOCD also worked perfectly.
At the other end Eclipse (Indigo) could build code using the YAGARTO toolchain with no problems, but trying to use the whole stack together didn't work. I strongly suspect that the Zylin CDT adaptor is out of date compared to one or other of the software components.
In the end I downloaded Olimex's tools distribution and that worked perfectly, with the only deviation from the instructions being that I had to put absolute pathnames to GDB and so on in the external programs and debug configurations. The versions of the packages supplied are slightly out of date, but the end result is an IDE that works very well indeed - and it's a lot nicer than most of the commercial IDEs I've used.
@stumo: I'll order another Olimexino-STM32 and test it using the same code I've got working with my external transceiver. Cheap CAN nodes with a decent amount of processing power in them and lots of other handy features are just too useful to ignore!