The VS debugger got an order of magnitude slower in the transition from VS6 to Visual Studio .NET. It's been sped up a bit but is still nowhere near as fast as the VS6 debugger at responding to step commands, debug output, or conditional breakpoints. In VS.NET you could be waiting as long as a full second on a contemporary dev machine for the debugger to finish stepping forward one line.
Funny thing is that at the time, I was lamenting how much slower VC6 was than VC4. Macro playback, for instance, got much slower in VC6. It's all relative.