One of the cool new features in VS 2005 is a debugging extensibility feature called "Debugger Visualizers". Basically this provides a way for developers to build and use UI extensions within the VS debugger that provide richer data visualization and analysis of types and variables within a running program.
Feb 6th Update: Frans Bouma just posted a good article that talks about some tips for writing new Debugging Visualizers.
K. Scott Allen published a cool sample today of an ASP.NET control graph visualizer that allows you to obtain a graph of a server control and its children. Simply hover over a "this" (in C#) or "Me" (in VB) reference on your page while in the debugger, and you'll be able to see the entire server control hierarchy for your page while on a breakpoint in the debugger:
A quick search on the web also found this cool Regex Debugging Visualizer by Roy Osherove:
As well as really cool ASP.NET Cache Visualizer by Brett Johnson (for seeing what is currently in the ASP.NET Cache Object):
And this really cool ASP.NET Control Visualizer by Brett as well that lets you obtain what the html output of a server control will look like:
And Howard van Rooijen's really cool XML Visualizer:
All of the above visualizers are free (and most ship the source code). Definitely some cool things to add to the tool-chest!
Hope this helps (and a special thanks to the guys above for building these -- they really rock),