Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.
Its very cool when you debug T-SQL in Visual Studio .NET. Just step from your code into a stored procedure in the SQL Server database. I found some articles at Microsoft about T-SQL Debugging in Visual Studio .NET which could be helpfull to setup your environment.
Setting Up SQL Debugginghttp://msdn.microsoft.com/library/default.asp?url=/library/en-us/vsdebug/html/vxlrfsettingupsqldebugging.asp
Enabling SQL Debugginghttp://msdn.microsoft.com/library/default.asp?url=/library/en-us/vsdebug/html/vxlrfsettingupsqldebuggingenablingsqldebugging.asp
Troubleshooting tips for T-SQL Debugger in Visual Studio .NEThttp://support.microsoft.com/default.aspx?scid=kb;en-us;817178&Product=sql
SQL Debugging: Unable to Start SQL Debug Sessionhttp://msdn.microsoft.com/library/default.asp?url=/library/en-us/vsdebug/html/vxtbstroubleshootingsqldebuggingsetuperrormessageunabletostartsqldebugsession.asp
If you know any other articles about T-SQL Debugging please don't hesitate to give a comment on this post. I will put it into the list. :)