Here are some random notes about specific ICorDebug breaking changes between .NET v1.1 (Everett) and .NET 2.0 (Whidbey). (I came across these as I was cleaning out old documents in preparation for my upcoming move). This would have been more timely 2 years ago, but better late than never.
This can be viewed as the checklist for migrating a managed debugger from v1.1 to v2.0. This is pretty detailed. But I'm not 100% sure if this is quite authoritative enough to put my "This should be in MSDN" tag on, it's not necessarily complete, and it's based off notes I had lying around that are several years old. Disclaimers aside:
Some areas of intensive bug fixing that could be perceived as behavior changing:
See also "What's new in .Net 2.0." for cool new things in 2.0.