It's a strange thing about debugging under Vista that the one thing you really don't want to do is press F5. It's rather a long story as to why, but it's a good habit to go and find your executable and double-click it. And if you develop that habit, you may find that getting Visual Studio to build you a release or a debug version is not that simple. (Pressing F5 builds a debug version, and Ctrl-F5 builds a release version, before launching the application.) For many people, the dropdown that shows what configuration you're building has disappeared from the toolbar where it belongs. And even if you're brave enough to wade into the Customize dialog and put it back, it's disabled:
To get things back the way they once were, bring up Tools, Options, and go to the General section under Projects and Solutions. Find "Show advanced build configurations" and check it.
Presto! Debug is back!
Not what I'd call discoverable, so spread the word.