Scott Nonnenberg keeps track of cool debugger visualizers people are writing. I have only gone so far as messageboxes or windows forms. Here is an entire MDI  application debugger visualizer that really let's you explore a dataset in amazing ways!! It is way more than a simple tool and not a freebie. This debugging feature in .NET 2.0 definitely opens up some 3rd party opportunities.

http://www.AcehAid.org