Question: These day I come up with a large software. 

I have to debug in Visual Studio 2008.

The steps I take are:

1. Using callstack window to find the code blocks that I i thinks it may have bugs.
2. Using Immediate windows to call some local functions to see whether the data structures
in this blocks are correct.
3. When I got the result in step 2,I have to go to step 1 to find the source of the bug
using callstack again.

What is your favorite method to debug large or small program in Visual Studio?

I don't think to run whole the program and watch all the related data structure is 
good way to debug.

Answer: 
My favourite way when being introduced to a large application:  

- Always: "Read all the code" end to end (this is the most interesting)  

- Bookmark the central parts of the code.  

- Refactor & write test while debugging
One of my AHA-moments in VS200x-debugging was realizing that I can use "Attach to process..." in order to start debugging an executable that already is running. For large solutions, it is surprisingly often faster to launch the application in "normal" fashion and then attach Visual Studio to it, compared to starting the debugging session by pressing F5.