If you want to debug PHP, I've had really good success with Visual Studio + VS.PHP. It's commercial software but works right out of the box. It installs an apache automatically and I have used it to debug my custom plugins inside of vbulletin.
If you want to debug javascript, get IE8. It has a build in debugger (F12). You can step through your code and look at what is in memory.
P.S. I agree with you that the documentation is horrible for vbulletin. I hope they fix that in 4.0.
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