The VS debugger since 7.0 has put most debugger windows on the Debug menu, under the Windows sub-menu. I say 'most' because the Output window lives on the View menu, under Other Windows sub-menu.
Where do you expect debugger windows to be on the menu? (Ignore Output for now, we intend to fix that one independent of this). Your choices are:
We can't agree, so need the communities feedback.