Bill Ramos, a SQL Server Product Manager, has written a three part series on how to use the SQL Server 2008 SQL Server Transact Debugger. If you are a Transact-SQL Developer, this is a must-read series. You can find the series here:
Part 1
Part 2
Part 3
If you ever get a chance to hear Bill speak, be sure you do. He is a font of knowledge on how to take the best advantage of the tools that come with SQL Server.
