I do a number of different things:
throw out all my assumptions and start from scratch. Remember, a bug exists because something which appears correct is actually wrong. Even those lines or functions or classes that you are absolutely certain are correct may be incorrect. Until you can convince yourself of the correctness you can't assume anything is right.
keep putting in print statements and assert statements to eliminate things and allow me to reform new assumptions.
step through code in the debugger if the problem is a control flow problem. Don't step over functions. Step in them and go through all the detail of their execution to confirm they are working right. Confirm the arguments and return values.
If a line or function or class is suspect but I can't prove it in situ, then write a small test case that does what you think the problem construct does. This may locate the problem or give some insights as to where to look next.
stop for the day. It's amazing what kind of offline processing your brain will do overnight. Often the answer or a key insight will appear the next day while I'm doing something mindless like showering or driving.
