Provide the option to have the Break On Exceptions setting turned ON by default.
I always turn this on when debugging. Always. It's such a useful feature and it irks me that I can't just have this on be default all the time. Instead, every time I start work in a process I have to remember to go turn it on. Then when I step into an object I have to remember to turn it on there as well.
On the odd occasion I do forget to turn it on the "runaway" behaviour and consequences to your session can be hugely frustrating and waste a great deal of time having to reset.
Simple request: allow for Break On Exceptions to be on by default and save the time and sanity of many a developer :)