When you start looking at LINQ to SQL you'll no doubt be a little concerned as to what SQL is being generated for your queries - especially when it comes to debugging.  By default when you hit a breakpoint in your code and hover over your return value you'll see the SQL that was generated:

Cool - but when your queries get more than just a little complicated this ain't gonna cut it.  Luckily, if you installed the samples when you installed Visual Studio you'll have a Visualizer in your midst that can make life much easier.  Find the CSharpSample.zip file in C:\Program Files\Microsoft Visual Studio 9.0\Samples\1033\ and extract the LinqSamples\QueryVisualizer directory within it.  Follow the ReadMe.html contained within to get it setup.

Next time you hit a breakpoint and hover over your returned variable you'll get the visualizer magnifying glass, clicking it brings up a new dialog that not only shows the SQL that's been generated but also allows you to execute it - bonza!