Henry Hayes has written up a handy post to his blog looking at using FirePHP and Zend_Log_Writer_Firebug to log messages directly to your Firefox's Firebug console.

Due to sloppy programming in the past many PHP error logs can become very clogged up and, unless you use some fancy grep technique, unusable. [...] A project has been around for some time now called FirePHP. This enables us to log messages of various levels of severity to the Firebug console! - Awesome. Just imagine if you are developing an ajax app, you could have all your debug messaging in one place.

He walks you through the steps needed to get the logging up and running - setting up FireBug (if you don't have it already) and FirePHP, editing your Zend Framework bootstrap file to add an _initLogging() method and using it for logging, both in the backend script and on the frontend in the console. He also includes a quick update to the logging method that only logs to the Firebug console if the environment is not production.