This has been around for quite some time, but I am always suprised when I go to a new client site at the number of developers who don't know how to make the debugger stop when it encounters an error. This is a repeat tip of a long time ago, as it's just that useful. It's a very useful debug trick because some projects are so large, you don't know where to start looking for an issue. Additionally, an error may actually be occurring somewhere unexpected because it's getting caught in error handling.
By setting it to break on "Thrown", the debugger will stop right where an error originates. To turn this functionality on, you can select the "Debug" menu item, and select "Exceptions". For you hot key fans out there, you can invoke the dialog with Ctrl+Alt+E. When you do, you'll see the following dialog. Mark the "Thrown" box for the "Common Language runtime Exceptions" as shown below.
When done debugging, save yourself some grief and uncheck the "Thrown" box, otherwise you'll be stopping a LOT when you don't mean to.