He also seems to like a timing/GPU/CPU debugger called PIX from MS, I'm impressed. I wish they had started with the hands on, but the presenters in this video[0] all show why print debug will never be enough. Getting back to the OP, for me even IDE integrated debugging is worse than print debugs. You need to so much data to make it useful for me, which makes things like PIX, APM and other application tracers the thing I go for during debug.

[0] https://www.youtube.com/watch?v=UH-o5cG_QWo