WhatI do not know what you mean for "show messages in eclipse-pydev"?.
Generally speaking, as you can see in the code, QgsDebugMsg is a define tatthat use QgsLogger, and QgsLogger documentation says:
http://qgis.org/api/classQgsLogger.html#details
that you can use QGIS_DEBUG (level 0,1,2,3) and QGIS_DEBUG_FILE env vars to generate log file
regards