This may sound stupid to some people, but when I was learning COBOL back in school, you could tell the IDE to step over your code line by line for you, and if you touched the mouse, the debugger would pause as if you hit a break point. There are times when I would much rather watch the debugger than press F10 repeatedly. One of my favorite features of this was you could change the stepping speed. Basically number of lines per second, or the delay in seconds between steps.
Or if you have a long running or complex process and you want to say test step 5, without having to rerun steps 1-4 (because they take 20 minutes to complete), being able to save the program execution at a certain point, and resume it to a particular line of code. I'm working on a tool for work right now where this would be a god send.
I know that VS2010 has a historical debugging feature, but I'm not sure if that only works for exceptions and not for program state.
I was just listening to RunAs radio Episode #92 on Applications Compatibility and about 27 minutes into it they are talking about hard coding folder paths in applications. I really blame the tool for not providing enough guidance around that. If we can have intellisense for complex technologies like LINQ, why can't it also produce some type of warning when you do something that will hurt you down the road. There is fxcop, but you have to know to run it. It should be part of the process.
Maybe I'm asking too much and we need to rely on a third party for this.