As far as I know, VS 2010 Ultimate (which is the version I'm using) should have a Debug History but I can't find it anywhere. Is it because I'm debugging a WinForms application? Could if be that my version just didn't come with the Debug History feature?
This is a version I got for free from BizSpark. Here is the full version: 10.0.30319.1 RTMRel. I do have the IntelliTrace thing, which I believe is related to the debug history.
The only debug history feature is IntelliTrace. There is some configuration needed, but it isn't too difficult. The fact that you are debugging a WinForms application makes no difference. The article below should help you get started.
http://visualstudiomagazine.com/articles/2010/08/01/debugging-applications-with-intellitrace.aspx
Erick