Using DDMS to debug a service which has no Activity.
Assuming you've written a service in its own apk which to be used by another application, then it's not possible to set break points in the service app's code and have them trigger when the other app runs and invokes the service.
If, however, you go to the DDMS perspective, find the service's thread and highlight it, then click the bug icon in the DDMS, breakpoints are triggered.
This answers one of my own (unanswered) questions.