Unboxed Solutions Blog The frenetic soapbox
Damn VS.NET Debugger Won't Work? Well, try...
Min Kwan Park has an awesome resource for debugging problems in VS.NET.
Also, check out shaykatc's blog about remote debugging! Basically, you have to install the remote components on the server from the VS.NET install CD and either run as admin, or muck with the config file in order to have permissions to do this. The link in the previous sentence will give you the information as to why, which is definitely worth reading.