There are JIRA integrations for intelliJ and eclipse, but you have to set those up, and have your source control integrated too...
JIRA lets you define as many issue types as you want. I think "Bug" "Improvement" and "New Feature" are the defaults, but my shop has a number of other types. Likewise with workflow, you can make per-project, per-issue type workflows. I believe you can add as many workflow states and transition as your heart desires, but again, it's manual work.
Thanks for the MS tool rundown, I appreciate it!
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