Have you used the hardware debugging support on the Device Emulator?
With the release of Windows Embedded CE 6.0 SP1, we now have hardware-level debugging support in Platform Builder 6.0 debugger. The sample eXDI2 driver that ships with is the DeviceEmulator driver, which allows Platform Builder to take control of the Device Emulator. You can find the sources at %ProgramFiles%\Microsoft Platform Builder\6.00\cepb\EXDI2\SAMPLEDRIVER\KdStubDe.
For those of you that were at last year's MEDC (MEDC'06), Barry Bond demoed hardware debugging with an initial version of this driver in PB 5.0.
First, build the driver by building the KDStubDE.sln in Visual Studio, which will register the driver with Platform Builder. Then, when you configure Platform Builder to download the image, you can enable hardware debugging.
The README.TXT found in the install location indicated above has more details about the Device Emulator's IDeviceEmulatorDebugger interface.