I used to always use the VS debugger when I used C# in school (my research lab used C#). Now, I use Python and C for work, and I never use a step debugger. For some reason I just don't miss it, and using print statements is just fine.
This is especially true in multithreaded code. I do a lot of Qt programming, and everything tends to be executed in an auxiliary thread.
I will say that I like step debuggers that come along with a REPL. This is probably the one and only thing I like about Matlab.
Lastly, I program in Haskell for fun (enough at least to write a small unit conversion library [1]). Because of laziness, I find the step debugger impossible to use. I definitely rely on print statements in Haskell.