I just went to the Particle store to buy the JTAG shield for my Photon, and I discovered that the original JTAG shield is no longer listed on the site. I see there is a new programmer shield with a built in USB-JTAG converter, but I already have a ST-LINK V2 and therefore only wanted a board with the JTAG connector. I thought the original JTAG was only $15 or so, and was saddened to see the new board runs $30, which is more than the Photon itself.
Are the original JTAG boards discontinued?
I guess so.
Here’s another option for you: You can order this little board I made on OSHPark, solder 2 12-pin female headers for the Photon and solder the necessary pins from a 20-pin JTAG directly to the little board.
I’m actually building mine with stackable headers so I can debug the Photon while its connected to the rest of my circuit.
There’s some here: http://cpc.farnell.com/particle/jshield/spark-core-jtag-shield/dp/SC13388
And @Elco made one that’s a bit different if you can ask him to post the files, you can order those at OSHPark.
Hey look someone ordered and shared the original JTAG board on OSHPark: https://oshpark.com/shared_projects/60Ez1xCD
Edit: I just made a small JTAG Shield and ordered on OSHPark: https://oshpark.com/shared_projects/rMrGEUy3 (technically you don’t even need to stuff the 10k resistors) … this one uses a right angle 20-pin header:
http://www.digikey.com/product-detail/en/302-R201/ED10536-ND/2794247
@BDub I suggest you cut the board right above where it says PARTICLE_JTAG otherwise it won’t be compatible with the Electron.
Really nice little utility board. It would be especially awesome with stackable headers for in-circuit debugging.
I wasn’t really planning on using it as a pass through like you, but that’s a good suggestion for anyone that wants to 
I also wanted to tent the vias, but was getting antsy about just ordering it with Shia LaBeouf yelling at me in the background to JUST DOO IT! I’ll get that on the next revision…
The original JTAG programmer is at my local MicroCenter…maybe see if there is one close to you or if in a real pinch I could snag one and send it to you.
Thanks to @AndyW (who contacted me directly), I now have a JTAG shield. Thanks everyone for your help. This community is great!