let's start with basics -- j-link will work only if it's newer version, with swd support. best course of action is to acquire gdb server license for it -- this will allow you to debug using gdb. gdb server only works on windows, but you can connect to it from linux box. I prefer do develop using linux, and kdevelop, but it's not a must. if you're new to cross compiling, get yourself any latest arm-elf toolchain -- make sure it's arm-elf and not arm-linux! Since you're developing on bare metal (freertos is still considered as bare metal, since you don't have elf loader/run time linker in it), you need properly linked elf.
i would recommend reading http://download.ronetix.info/toolchains/arm/arm_cross_development_guide.pdf
for start.
As far as commercial ide/compilers -- i would not recommend any one of them... they all have their pros and cons. I've used crossworks for a while -- they have CTL (cross tasking library), that you can use in place of rtos, to have basic threads, but as i said, every one has pros and cons. Today it's much easier to use vanilla gcc toolchain
