Here are some patches to make debugging easier.

The first patch adds thread id to the output when running on w32. That
is very important information when you try to debug system calls and
thread usage. (w32proc-debprint-thread-0.diff)

The second patch adds a way to print output to the debugger from lisp.
(gdb-deb-print-0.diff)

The third patch lets you output tracing of functions to the debugger
too. This patch also have some convenience things like making the
function at point default for function name.
(trace-to-debugger-0.diff)