Imagine, you are in the debugging mode and the next statement is a loop. You do not want to step into this loop and waste time on iterating over items but you also do not want to step out of the method. What you can do is to place cursor in the line you would like the debugger to break and select Run To Cursor option from context menu (shortcut: Ctrl + F10). It is an easy way to jump through the code, breaking in chosen places to peek on variable values.
You can even use Run To Cursor for starting an application and breaking in selected line.
Find other Visual Studio Debugger Tips’n’Tricks: http://www.mariuszwojcik.com/tag/Debugging/