Note: If you think something is missing don't hesitate and drop a comment.

Articles:

Debugging Articles on MSDN

Debugging in Visual Basic .NET

Ten Steps to Successful Debugging(in ASP.NET)

How to debug script in Visual Studio .NET

Instrumenting your .Net Application(Entrprise Application Framework)

EIF Vs. Log4Net

Debugging in Visual Studio .NET

Improve Your Understanding of .NET Internals by Building a Debugger for Managed Code

NET CLR Profiling Services: Track Your Managed Components to Boost Application Performance

Solving VS.Net Debugger Problems

Hardcore Debugging using SOS(Son Of Strike)

Production Debugging for .NET Framework Applications

Cutting Edge - MyTracer Monitors and Traces ASP.NET Apps

Assertions and Tracing in .NET

Wintellect: Articles by John Robbins(BugSlayer)

Tools:

- Process Explorer from GotDotNet

-  Developer Playground

- Compute (Component Tester)

- StrikeIron Web Services Analyzer

- ListDLLS (subset of Process Explorer)

- .Net Memory Profiler

- TraceMonitor(HomePage)

- Assembly Binding Log Viewer - part of .NET Framework SDK (helps identify failure's when trying to load unavailable assemblies)

- MDAC Component Checker

- Another from Compuware: BoundsChecker for debugging betweeen managed and unmanaged code (not free!)

-  Microsoft Debugging Tools

- Microsoft Symbol Server

- CLR Spy  (Interop)

- .Net Remote Tracing Server

- Anakrino (.Net Decompiler)

- Reflector (Decompiler)

 

Books:

Debugging Applications for Microsoft .NET and Microsoft Windows

Comprehensive VB.NET Debugging

Debugging Strategies For .NET Developers(Free chapter PDF, link)

Sharpening Your C# Unit Testing and Debugging Skills(PDF download) 

Posts

Debugging Assembly Loading Failures

Howto: Remote Debugging