One thing I haven't seen discussed is script debugging for your WPF/E app. If you're using IE to develop with, you can use the script debugger built into Visual Studio 2005. There's good information buried in the WPF/E Error handling section of the SDK about setting this up. The script debugger supports break points (obviously), stepping into and over code, watching variables, changing the order of script execution, modifying variables, and evaluating arbitrary script using the immediate window. The VS script debugger has saved me many times.
If your browser of choice is Firefox, there's the excellent Firebug plug-in. Firebug is nice because it gives you a list of all the script files loaded in the page and you can set break points in any of the files. Many folks here swear by it (including Peter Blois).