I am using Visual Studio 2010, NVIDIA Nsight 2.2.0, and CUDA 5.0.
In Nsight's debug mode, I can stop at global functions but not at device ones. How can I achieve that?
I believe that this option will be available in the next Nsight release (3.0). You can try to apply to NVIDIA's registered developer program and download the latest beta release of Nsight (3.0 RC1):
Update 01/30/2013: Release Candidate 1 build of the new and upcoming Nsight™ Visual Studio Edition 3.0 is now available under the Nsight™ Visual Studio Edition Registered Developer Program at the Early Access page (Login required). We encourage all users to try this new release which officially supports OpenGL frame debugging and profiling, GLSL GPU shader debugging, local single GPU shader debugging, the new Kepler GK110 architecture found in Tesla® K20 and CUDA 5.0®.
See this post on NVIDIA developer forum: https://devtalk.nvidia.com/default/topic/528463/cannot-break-in-or-step-into-cuda-device-functions/