We recently upgraded to Windows Vista, using a new standardized image containing a standard set of developer tools. When I started Visual Studio the first time, I just accepted the default options. I noticed today that the Exceptions... option was missing from the Debug menu:
Initially, I found this to be a bit of a mystery. How could an important menu item like that just not be there? Was it some sort of configuration issue? After looking into this a bit, I found a post that explained that this is usually due to Visual Studio profile issues. Using the information in this post, I was able to get the option back, as follows.
The issue is that the default profile I selected when I first started Visual Studio is different than the standard C# profile. Some non-C# profiles hide more advanced menu options to make Visual Studio appear simpler. In order to get the menu items back, I needed to change profiles.
In Visual Studio, first click Tools, then click Import and Export Settings... as shown below:
In the Import and Export Settings Wizard, click Import selected environment settings, and click Next>:

Next, tell it to save your existing settings, and click Next >:
Now tell it to import the Visual C# Development Settings (the post I found mentioned that everything is available in that settings configuration) and click Next >:

The last step is to choose the settings to import--I took the defaults here, as compromising my environment, computer, or data didn't sound like good options:
This completed successfully:

And now, the Debug menu contains the Exceptions... menu item, as well as a few other additional items:

Note that now all the fonts and other customized settings are all back to the default values, so I need to update these by hand. I could have selected only some of the items in the Visual C# Development Profile to import, but I frankly don't know what some of the items mean, so I'd rather just rebuild my settings around the C# profile.
Going forward, I've exported a copy of my settings, so that I can easily get back to a known good configuration.