Tricks for debugging with Reactive Extensions?

I think a constructive discussion on this topic has been had on the Rx Forums in 2009.

Instead of adding adhoc Do operators into your queries, you would add a custom Log/Trace operator. This operator would capture the Subscription, Disposal, OnNext, OnError and OnCompleted events. Depending on your implementation it could just write to the console, use your favorite Logger library or even create ETW events for OS and Visual Studio integration.

public static class ObservableTrace
{
    public static IObservable<TSource> Trace<TSource>(this IObservable<TSource> source, string name)
    {
        int id = 0;
        return Observable.Create<TSource>(observer => 
        {
            int id1 = ++id;
            Action<string, object> trace = (m, v) => Debug.WriteLine("{0}{1}: {2}({3})", name, id1, m, v);
            trace("Subscribe", "");
            IDisposable disposable = source.Subscribe(
                v => { trace("OnNext", v); observer.OnNext(v); },
                e => { trace("OnError", ""); observer.OnError(e); },
                () => { trace("OnCompleted", ""); observer.OnCompleted(); });
            return () => { trace("Dispose", ""); disposable.Dispose(); };
        });
    }
}