Dumb question: Have you tried IntelliTrace in VS Enterprise (sadly only available there)? It tries to solve many of the issues you're mentioning. You can even start a remote IntelliTrace debugging session in production.
Not a VS enterprise shop, sadly. Don't think I've ever worked for anyone prepared to pay for it! It does sound enormously cool. Does it also handle one of my favourite problems: when a method fails because a constructor parameter was wrong, it's pretty hard to rewind.
With that said, VS Pro still has one of the best debuggers on any platform. To the extent that I think C# developers sometimes cut corners because the debugger helps so much.
