Web development is difficult because an application's state can be all over the place. For example, the application holds some of the state, the browser holds some of the state, and some of the state is stuck in a session database. In addition, the executing portions of an application happen in multiple places—both on the server and on the client. That calls for debugging techniques different from what you'd require with a desktop application.
ASP.NET supports per-page tracing and application-level tracing. In both cases, ASP.NET displays the entire context of a request and response, including tracing statements. Visual Studio also supports debugging ASP.NET applications as though they were desktop applications. You simply set up breakpoints, fire up the debugger, and watch the fireworks. Debugging ASP.NET applications is very much like debugging desktop applications, thanks to Visual Studio.
Finally, ASP.NET takes over the custom error page handling process (which used to be managed by IIS in classic ASP). You may direct users to new pages depending upon the error that occurs. Finally, you can trap exceptions before they redirect and perform additional processing.