Here's a slick way of debugging your NUnit tests with Visual Studio .NET. It will let you step through your NUnit tests.

Go to your project's Properties, in the left pane you should see a Configuration Properties item in the tree view.
Expand the Configuration Properties, and click on Debugging.
Change Debug Mode to Program.
Set Start Application to the path to your NUnit executable.
Click Apply.

Hit F5, and NUnit will lauch the debugger will automatically attach to its process. Now, when you run a NUnit test in the NUnit GUI it will hit any associated break points in the IDE.