There is a new broadcast episode on MSDN TV titled “Introduction to the CLR Managed Debugger“.
It features Jan Stranik, the guy who wrote MDbg and he shows examples, as well as talk about the API and have a few insights as two the problems and solutions he encountered while writing MDbg.

I talked about MDbg briefly here and even used it to create an small tool to capture and log all exceptions being thrown in the process (even swallowed one) which I titled ExceptionDbg.
Its available in both binary and source code and is a nice tool to see all of the exceptions being thrown and caught. It’s also a good reference to implement your own cutomized debuggers and applications based on MDbg.

If you want some more information about MDbg go here, to Mike Stall’s blog.