CTRL+D,E (Debug -> Exceptions), here you can specify when you want the debugger to break. Default the debugger does not break on Exceptions that are handled, but here you can say that it should break on all thrown exceptions.

You can use ALT+Shift+F10(or right click and choose refactor) to refactor some code.

Generate method Stub 

For example you write a method name of a method that does not exists, you put the cursor on the not existing method call and press ALT+Shift+F10 and Visual Studio will automatically create a method stub for you.

Resolve

You can also ALT+Shift+F10 on a class where you do not imported the correct namespace, this will then for you create the correct using statement, or will put the namespace in front of the class.

Refactor

There are many more refactorings you can use like: Rename, Extract Method, Encapsulate Field, Extract Interface, Promote Local Variable to Parameter, Remove Parameters, Reorder Parameters