>>Note, this only works in certain editions of VS. In the edition I have (standard edition, thanks to you ), I don't see an option to debug SP.
>>
>>And apparently there is no such option in SQL Server itself if I'm not mistaken (I'd love to be).
>
>It may only be in VS Pro editions (I've never used standard).
>
>The VS debugger is the only way I found to do it for SQL2005 - nice marketing ploy for MS eh?
>
>FWIW it works well (actually I haven't had to use the debugger in a while - must be my perfect code .. ahem..).

I believe SQL Server should have this ablity in itself, not using extra tool. Hopefully new version of SQL Server will address this lack.