Just realize JDI is such a powerful interface with implementation available in the jdk's tools.jar. Imagine you can write your own code to launch other VM's or attach to a running VM, inspect the executing threads, print out what methods the target VM is executing, etc. Essentially, with JDI, you can programmatically do whatever a debugger can with ease!

See here for some interesting sample code built on JDI.
See here for an interesting article by Gilad Bracha and David Ungar about Meta-Programming facilities somehow related to JDI.