>DEBUGOUT also has the advantage that you don't have to go back and remove them from your code. They don't do anything in the runtime.

If you need a trace during runtime in an EXE, this works well:
If file("c:\debuglog.txt")
StrtoFile(str_variable+chr(13)+chr(10),"c:\debuglog.txt",.T.) && .T. = append
Endif

every iteration of a loop will add a line to the c:\debuglog.txt
Turn on the debuglog by creating the file, off again by deleting the file.
(you could also use several different filename for each segment of code you want to investigate)