In my daily R&D work as well as in my general development, I always keep WinDBG open so I can quickly debug major problems in a system or just to take a look under the covers. WinDBG is short for Windows Debugger and it's what you would use if you were to debug a Windows driver or figure out why your system blue screened. It's an advanced unmanaged debugger. If you're into internals and eat up books like Windows Internals and Windows via C/C++, then you will or probably already do love Windows Debugger.
You can use it for more than unmanaged debugging though. The .NET framework ships with a product called SOS, which you can load into WinDBG to enable advanced managed debugging. Actually, with the proper settings ("Enable unmanaged code debugging" to true) you can sometimes load SOS in Visual Studio. Using either, you can do anything from break when a particular method is called, dump out the IL at a particular place in your call stack (yes, this means you can view the code at runtime without needing the code!), view the methods of a type, or even break when the CLR first loads. It's incredibly powerful. You don't even need to be at the system to use it. Just have someone send you a memory dump and you can use that just as easily as if you were physically at the system.
Read more: NetFX Harmonics
You can use it for more than unmanaged debugging though. The .NET framework ships with a product called SOS, which you can load into WinDBG to enable advanced managed debugging. Actually, with the proper settings ("Enable unmanaged code debugging" to true) you can sometimes load SOS in Visual Studio. Using either, you can do anything from break when a particular method is called, dump out the IL at a particular place in your call stack (yes, this means you can view the code at runtime without needing the code!), view the methods of a type, or even break when the CLR first loads. It's incredibly powerful. You don't even need to be at the system to use it. Just have someone send you a memory dump and you can use that just as easily as if you were physically at the system.
Read more: NetFX Harmonics