My CLR stored procs have matured to the point that they're being deployed, which is to say that the bugs are now insidious rather than blatant. It's a royal pain to make changes, deploy the project locally, run the post-deploy correction script to fix the decimal precision on everything (see previous post), debug any issues, and then do the whole deployment again to the dev server. It's much easier to just debug it straight on the server.
Fortunately, remote debugging is a straightforward process. Predictably, Microsoft's docs (here's one of many) on the subject are somewhat convoluted, although this msdn blog post helped.
All you really need to do is install Remote Debugging Monitor on the server and run it under the same login you use to connect to SQL. It comes with its own standalone installer on the Visual Studio CD, just look for the Remote Debugger directory and run the setup app found there. Then you can run it either manually or as a service.
Next, place a breakpoint in your code somewhere and deploy it to the server. I've had trouble with my test scripts when deploying/debugging all at once - basically, they hang without ever running - so what I've started doing is this:
1) Start without debugging (Ctrl-F5) to deploy to the remote server
2) Run my decimal parameter correction script
3) Attach to Process in Visual Studio to sqlservr.exe on the remote server
4) Execute the proc or UDF in a SQL Management Studio window
Then I can step through the code, look at locals, and generally debug to my heart's content.