Patrick Smacchia has 12 tips for debugging in Visual Studio:
4) Data breakpoint: Break when value changes
If you set a breakpoint to a non-static property setter it will be hit when changing the property value for all objects. The same behavior can be obtained for a single object thanks to the Locals (or Watch) window right click : Break When Value Changes menu.
This facility is illustrated with the animation above. The hit occurs only when obj2.Prop is changed, not when obj1.Prop is changed.
These go a step beyond the basics, so check them out.