How to skip common classes in VS 2008 when stepping in?

You can do this by entering entries into the registry (I know, it sucks). The key you are looking for varies from 32 to 64 bit systems. For 32-bit systems the key is

HKEY_LOCAL_MACHINE\Software\Microsoft\VisualStudio\9.0\NativeDE\StepOver

If you're running a 64 bit OS and a 32 bit Visual Studio the key is

HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\VisualStudio\9.0\NativeDE\StepOver

The Wow6432Node key is a key present for 32 bit applications running on 64 bit systems. (Sidenote: searching the registry for "_RTC_CheckEsp" probably will lead you to the right place, it's a default entry in Visual Studio 9)

The syntax should be familiar to you, but as an example, a simple entry could be string value boost::.*=NoStepInto which will avoid the debugger to step into Boost. See http://www.cprogramming.com/debugging/visual-studio-msvc-debugging-NoStepInto.html for some other examples.

Hope this helps :)