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.
Assuming symbol load is not an issue, you can put a BP on the method itself and verify that it indeed is getting called twice (by examining the call stack).
If the breakpoint doesn't show up as a solid red bubble, but a red circle then it's disabled. If it's a red circle with a small yellow warning sign then the process(es) you're attached to hasn't loaded the symbols for that mode. Ensure you're trying to debug the correct type of code (Managed/ Native/ T-SQL/ Script).
For web sites, this can occur if a separate instance of MSVS was runnning the same web site.
Just stop the original instance or stop IIS Express.
MSVS seemingly starts the 2nd web site without complaining about the pre-existing one that was running on the same port. Possibly the page shown in the browser is really the 1st web site.
Try deleting your .SUO file for that project, and then rebuild.
I had this problem and had to install a hotfix. See http://social.msdn.microsoft.com/Forums/en-US/vsdebug/thread/f3fcb4fb-8a08-4fa0-8d58-9ed6f3eb1193 for details
Also, removing run in compatibility mode for VS executable solves the problem.