Another thing I learned from Sebastien Lambla was the existence of SymbolSource.org. This site provides a symbol server for third party .net libraries. This is the same idea as what MS released to allow stepping though portions of the .NET framework's source code.
SymbolSource.org allows other libraries to post their PDB and source code files to a standardized symbol repository that can be hooked in to Visual Studio. This means that VS will query the symbol server if you attempt to step into a library that has symbols on this server. It looks like both OpenWrap and NuGet may start doing some better integrations with SymbolSource to help increase the number of libraries that are available.
VS supports multiple repositories, so you can add the MS server and the SymbolSource.org server. They have simple instructions available on their site to do this configuration. Takes about 2 minutes to setup.
Check it out!