Another thing you can do that isn't explicitly mentioned above is "dropToFrame" where you can point to any one of the calling methods out of the call stack and have the process revert to a state so it is like it only just entered that method. I occasionally have debugged bugs that only surfaced rarely simply by having a tester call me when the problem manifests, and I spent a few hours with that function call live, repeatedly taking runs through to see what happened then reverting to a state where the problem was about to manifest but not so early that everything was lost.
You can also write debugging code of arbitrary complexity. You could write a 20-line query to do consistency checking of some data structure that is being operated on to satisfy yourself of various things you assume are true. You can make a special debugging subclass of some ubiquitous class, tell one particular instance of the class to become of the subclasses type which will then do all sorts of extra bookkeeping (perhaps recording stack frames every time it is invoked to see who asks it to do things).
You can execute a windowUnderMouse call to get an inspector on whatever widget is under your mouse pointer to make sure that the button you are looking at is in fact the one you think you are looking at. I used this to find a problem once where someone had subclassed some complicated window to add some functionality, and one of the buttons didn't work any more: turned out they were creating the same button again in the subclass constructor, which was overlaying the original's button (the one with all the event handlers).
I think some of this stuff might be more common in other languages now, but it wasn't in the mid-nineties. I know Java had a limited version of drop-to-frame a number of years ago, but it had some pretty cramping restrictions.