does anyone had experience with this MCU? It seems very good and j am planning to use it in new projects.
I am using thousands of the f126 and I'm happy. I have no idea what you mean by "this MCU" they make more varieties than Carter has liver pills.

It seems it's possible to connect the keil uVision debugger with the JTAG interface of this MCU (via adapter), and debug directly from the uVision IDE.
I have no idea about "connect the keil uVision" since the uV IDE is incapable of doing what I need, but the debugger is about 95% as capable and 75% as good as a "real" ICE and they are improving it on a regular basis.

Erik