I know web applications may be the future, but I really, really like developing Windows Forms. Most of the time it's just fun, in my opinion. Especially debugging. Yes, successful debugging can be one of the best, and most rewarding parts of programming. And to that noble end, I'll direct you at these excellent debugging tips for System.Windows.Forms. Good stuff.
Tips for Debugging into System.Windows.Forms (and other managed code)
Oh, and if WinForms isn't your thing, take a look anyways. You'll probably still find this stuff useful.