I would like to reference to an old post that appeared in 2007 on http://blogs.msdn.com/sharepoint, that mentions the SharePoint debugger feature. I use it quite a lot and i am sure a lot of people don’t know about its existance.  Its a relatively simple feature that shows up in the SiteActions menu, opens a page which tries to launch the debugger. Using this feature, you don’t need to run iisapp, find the right PID and attach that process to your debugger. Make sure to edit the web.config to allow debugging.

link to the article: http://blogs.msdn.com/sharepoint/archive/2007/04/10/debugger-feature-for-sharepoint.aspx
the link referenced to the codeplex source doesnt work anymore. Use the following link instead:http://www.codeplex.com/features/Release/ProjectReleases.aspx?ReleaseId=2502