When working with third party systems, especially very configurable systems that dynamically load providers, controllers, components and so on, I sometimes just want to know
At one time (pre VS2008) you could set a breakpoint at every line in a file by select all (ctrl-a) followed by set breakpoint (F9).
To set just one on the entry to every method takes, if I recall correctly, a macro. Check out John Robbins' blog as a possible source: http://www.wintellect.com/CS/blogs/jrobbins/
[EDIT: ctrl-A, F9 doesn't work in 2010 or 2008, so it must be an earlier version I remember this from]