If you use LINQ, check this out, it's definitely worth the time. You can execute LINQ statements at the break point.
http://weblogs.asp.net/scottgu/archive/2007/07/31/linq-to-sql-debug-visualizer.aspx
"One of the nice development features that LINQ to SQL supports is the ability to use a "debug visualizer" to hover over a LINQ expression while in the VS 2008 debugger and inspect the raw SQL that the ORM will ultimately execute at runtime when evaluating the LINQ query expression."
