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Debugging on SharePoint is much the same as debugging any other ASP.Net application...you can use the same techniques. Here are some of my tips for diagnosing & solving your problems... http://blog.thekid.me.uk/archive/2007/07/25/debugging-tips-for-sharepoint-and-wss-exceptions.aspx?id=85

Debugging tips for SharePoint

Debug your shell scripts with bashdb

http://archive09.linux.com/feature/153383 By Ben Martin on November 24, 2008 (6:00:00 PM) To see if your standard bash executable has bashdb support, execute the command shown below; if you are not taken to a bashdb prompt then you'll have to install bashdb yourself. $ bash --debugger -c "set|grep -i dbg" ... bashdb The Ubuntu Intrepid repository contains a package for bashdb, but there is no special bashdb package in the openSUSE 11 or Fedora 9 repositories. I built from source using version 4.0-0.1 of bashdb on a 64-bit Fedora 9 machine, using the normal ./configure; make; sudo make install commands.
An SQL text by Erland Sommarskog , SQL Server MVP. Last revision 2009-11-29.

Implementing Error Handling with Stored Procedures

http://www.sommarskog.se/error-handling-II.html
http://www.simple-talk.com/sql/t-sql-programming/reading-and-writing-files-in-sql-server-using-t-sql/ SQL Server provides several "standard" techniques by which to read and write to files but, just occasionally, they aren't quite up to the task at hand – especially when dealing with large strings or relatively unstructured data.

Reading and Writing Files in SQL Server using T-SQL

Debugging Tools for Windows - Overview

Use Debugging Tools for Windows to debug drivers, applications, and services on Windows systems. Debugging Tools for Windows includes a core debugging engine and several tools that provide interfaces to the debugging engine. A Visual Studio extension provides a graphical user interface, as does Windows Debugger (WinDbg). http://msdn.microsoft.com/en-us/windows/hardware/gg463009.aspx
In this community, you'll find the top content from the popular BMC-sponsored site DBAzine. Topics include data warehouse, Oracle, SQL and more. https://communities.bmc.com/communities/community/historical/dbazine

T-SQL Debugging Using Visual Studio .NET