There's one important point that wasn't mentioned before:
SLF4J (and both Logback and LOG4J as the logging backend) have support for a so called Mapped Diagnostic Context (MDC, see javadoc and documentation).
This is essentially a thread-local Map which you can use to add additional context information to your logging event. The current state of the MDC is attached to every event.
This can be incredibly useful if you put stuff like the username and the URL of the request (in case of a webapp) into it. This can be done automatically using a filter, for example.
