>What are the options for debugging stored procedures? I believe the ability to click on a line to set a breakpoint exists in higher end version(s0 of Visual Studio, but not in the Professional edition I have. Are there are other tools available? (Oh, BTW, not too expensive....) Or are there debugging techniques that you use that do not require dedicated tools?

Here's a link to help you get it set-up:

http://msdn.microsoft.com/en-us/library/s4sszxst(VS.80).aspx

If that's set-up you can just add the database to the server explorer /Data Connections in VS, right-click on the stored proc. and select Step into Stored Proc.