I had a curious case recently where a customer was unable to get script debugging to work in Visual Studio 2005. By not work, I mean we could set breakpoints but they were just never hit. It was like the debugger wasn't listening. In the end this was one of those problems where we just sort of stumbled upon the solution. I did a remote session with the customer to look at their desktop, saw the problem happening and then started to look at the browser configuration. When the browser or things related to it start misbehaving, it is always a good idea to disable as many add-ins, popup blockers, toolbars etc and see if the problem still occurs. If it does not, re-enable half of them and see if the problem comes back. If it does, disable half of that half and see if the problem goes away again. If it does etc etc. By process of elimination you find the problem add-in.
In this case the thing that was stopping script debugging from working was the SSVHelper browser helper object (BHO) which is part of the Sun Java Runtime package:
Strange thing is that although disabling it on the customer's system allowed script debugging to work again, on my system I have the same thing and script debugging works fine. We never got to the root cause on this one, just had to put it down as "one of those things".