Hi,
I found no better support topic for this.
I am using the Zend debugger with Eclipse to debug Drupal. If anyone is interested: see http://www.zend.com/pdt. You may want to use the all in one package for easier installation. Set .module, .install, .profile to be a PHP file under Window / Preferences / General / Content types. You create a PHP project, set up a new debug configuration for "PHP Web Page" and select index.php under "File / Project" when configuring the debug configuration. I prefer to use an external browser for debugging. You also have to edit your php.ini, you have to add e.g. the following line to it (in case of Windows):
zend_extension_ts=C:\Program Files\eclipse\plugins\org.zend.php.debug.debugger.win32.x86_0.1.7\resources\php5\ZendDebugger.dll
This line (without the absolute path) can be found in eclipse\plugins\org.zend.php.debug.debugger.win32.x86_0.1.7\resources\php5\php.ini.
Of course you have to restart Apache for this to take effect.
You are now ready to debug Drupal with a nice debugger. I hope this piece of information will be useful for many.
But of course with this you will only be able to debug code, which is accessible when index.php is run. I don't know however if this approach could be used to debug the functions with which Drupal serves xmlrpc calls (sorry for my English).
Any help would be highly appreciated!