Syntactically LINQ is a breath of fresh air, but it's totally the opposite when it comes to debugging. Right now the experience of debugging a nested loop (which typically could be converted to some form of LINQ) is way better than if you look at the equivalent LINQ.

It's totally possible I am missing some magical IDE feature, but if you want to do something like take a look at the 4th item in some intermediary part of a LINQ query, you're out of luck unless you can either break it up into smaller units of syntax or convert it to a loop.