This one is supposed to be a a handy list (of links and links to links :o) which I will maintain about the Debugging related stuff.

1. Link of Links by Doug Stewart
2. A six part series on writing an extension for CDB/Windbg/NTSD
3. Mike Taulty's explanation - 1 (very good for beginners)
4. Mike Taulty's explanation - 2
5. Hacking Pinball
6. SOS: It's Not Just an ABBA Song Anymore by John Robbins
7. Production Debugging for .NET Framework Applications

Let me know if you know of some more in-depth tutorials, and I will add to this list :o)

Cheers,
Rahul Soni