Yes, good question.
I use VS Code (with the Chrome debugger plugin) and that works like a charm. I don't debug javascript in the browser anymore.
TS provides source mappings to map the compiled javascript back to the source (similar to a .dll's .pdb maybe?).
It took me some time to set up the config file which proved to be a headache (because webpack was screwing with the source maps), but again once that was set up it has been a breeze to debug right in my IDE whenever I want.