This is for VS 2010, but it should be similar for others.
In Tools->Options, open Keyboard under Environment. Look up the command Debug.StepInfo. You can remove the default shortcut (F11 (Global)) and then just use the toolbar button to step into, or right click and “Step into specific”–which is what I do since it keeps the debugger from diving into STL functions if they’re part of a line of code (as an example).