The Debug popup window checkbutton "Make Module Before Debugging" should be project specific. It might be that you want to compile one project with ant and another with idea's automatic build feature. If you switch between projects, you currently have to reset the checkbutton to avoid unwanted builds, etc. Alternatively, idea could use ant to build the project automatically, rather than the built-in builder.
On a related topic: The ant build files that idea generates contain the absolute paths of the JDKs defined in idea. That is fine for use on the local machine, but could never be used anywhere else. Maybe there should be an option to make a portable build file?