You're going to think I'm either lying or nuts, but neither is the case. I installed VS2008 PRO on a Windows 7 x64 machine and all the debugging commands are missing. There's no debug toolbar and no Debug.* commands under Tools\Options\keyboard.
How do I get the debug functionality working?
It's probably because you chose wrong presets when VS first started. I got that thing wrong too (or something just bugged..).
You can get them back (one by one) by right-clicking on a toolbar and choosing "Customize". There you can customize both toolbars and menus. You can also drag the commands onto both menus and toolbars. Commands are available in the second tab (going from memory here :) and are divided into several subcategories.
There are also several highly useful commands, like "Exceptions..." where you can finetune if and on which exceptions the integrated debugger will break immediately as they're thrown.
I can't explain why it happened, but a full uninstall/reinstall fixed the issue