I am running Visual Studio 2008 with SP1. When I debug an application, it will skip over my break points.
For example, I have two lines of code, each call a method.
I had the same issue, and installing VS 2010 SP1 resolved this. I had a side-effect of breaking Intellisense in SQL 2008, which you can read about here: Sql Server 2008 R2 Management Studio - no Intellisense