Great article about debugging SharePoint applications. It also suggests designing code to facilitate debugging, which seems a very sensible idea to me (particularly when combined with the idea of designing to "fail fast", thereby ensuring that exceptions are not hidden by the code)
One MOSS site I developed recently includes several event handlers and timer jobs. Each of these includes a common class to write error messages to a custom list in the site when exceptions occur. Having a central location within the site to monitor error message has proven effective - one advantage is that I can set up alerts in case of exceptions.
Using the facilities native to SharePoint (liist, alerts, etc) simplifies development and gives huge flexibility in using the resulting data.
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