John Eldridge has posted some debugging tricks on his blog, and that has inspired me to write up some of my own. I'll start working on that... In the meantime I wanted to share a link to his tips: http://blogs.msdn.com/kitlfirst/
John has way more ninja debugging skillz than me, but I've picked up a few in my time at MSFT. I'll talk about how to resolve symbols manually using .map and .cod files, debugger extensions, and some ways to debug on a standalone device when a debugger's not an option.