http://olimex.wordpress.com/2013/08/28/debugging-imx233-olinuxino-with-openocd-and-sjtag-tutorial/
This was indeed a great tutorial. I ordered a set after seeing this blog post 8)
Its really useful and works quite good with the ARM-USB-TINY and probably ARM-USB-TINY-H.
It would be cool if somebody could test this with other JTAG adapters, especially the J-Link, whether I'm the only one having problems with the J-Link.