I code modules the same as Donker. My modules are DLL projects and the solution only contains the module project and it's data provider. (References are setup as...Data provider references the module project and the core DNN dll. The module project references DNN.) None of my projects are web projects, just component libraries. Having your module setup as a web project adds additional unnecessary processing with the IDE.
For me, it's the only way to code for DNN. Having the DotNetNuke project and related in your solution is a mess.
For debugging, I just build and then hit refresh on my browser. If I find a spot that needs to be debugged, I set break points and then attach to the aspnet_wp.exe process from the debug menu.
Attaching to the ASP.Net process involves a few more steps rather then just hitting F5. But... after experimenting with all the different possabilities of debuging a DNN module I found this to be the best solution over-all.
Chris Onyak
www.OnyakTech.com