The DebuggerStepThroughAttribute sounds like it could be useful.
Pedram Rezaei's Ramblings : .NET debugging made easier: "As far as the CLR is concerned, there is no semantic attached to this attribute. However Visual Studio does not step through methods or classes that are decorated with this attribute"
You can use it to skip over stuff you don't need to step through while debugging but you can still set breakpoints in the code if you uncheck "Enable Just My Code (Managed only)" under Tools | Options | Debugging | General.