Recently I have published one complete tutorial on Visual Studio 2010 Debugging. Which covered almost all main features of debugging in Visual Studio 2010 like Basic of Breakpoints, breakpoint labeling, data tips, multithreaded debugging, and parallel debugging and IntelliTrace debugging. You can read the complete article from My Blog or from CodeProject.
While preparing the article I had created one small video on IntelliTrace Debugging which will show you the demo of using IntelliTrace Debugging. Hope you will enjoy this video.