The new debugger in Mathematica 6.0 looks broken to the untrained eye (like mine). If you load up all of your modules and then turn on debugging, you might be frustrated by the fact that none of your breakpoints work (even though they show visually and are listed in the breakpoint list). Or by the fact that you cannot step into code. It took me a while to figure out that it all works if you turn on debugging before you load your modules.
It would be nice if Mathematica gave an indication that a breakpoint was being ignored. Or if the debugger documentation mentioned this gotcha. Or if the debugger had any documentation at all :-)