New answers tagged debug
the use of function_exists is like that function_exists("register_sidebar")
Run phpinfo();. If you don't see xDebug enabled then you will need access to PHP.ini to enable it. Also may have to install it on the server through the package manager or pear. Ask your server administrator / hosting provider about enabling it.
Simple, wherever you're working on data that's output, just use var_dump($whatever_variable). You can also use print_r($a_variable)
Daniel, it appears you're focused on the specific challenge of profiling plugins installed at the same time on a WP install, which doesn't appear addressed in the other answers so I thought I would chime in. At Comit Developers, we've had a lot of success with P3 - Plugin Performance Profiler. I also like a lot when I'm just working on stuff on my own ...
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