Setup > Administration Setup > Monitoring > Debug Logs. You have to go here and turn it on first (for the user you are testing with), and it only records 20 logs and then must be reset to continue logging. Note that not all transactions will appear in the debug logs, either. Only those that trigger database actions (that is, an insert, update, upsert, delete, or merge call) will appear here; SOSL and SOQL will not appear in these logs except in the context of being logged as part of a larger transaction (such as inside a trigger).
Setup > Administration Setup > Monitoring > Debug Logs. You have to go here and turn it on first (for the user you are testing with), and it only records 20 logs and then must be reset to continue logging. Note that not all transactions will appear in the debug logs, either. Only those that trigger database actions (that is, an insert, update, upsert, delete, or merge call) will appear here; SOSL and SOQL will not appear in these logs except in the context of being logged as part of a larger transaction (such as inside a trigger).
The above is Old!
But still use debug Logs to Setup.
When adding a debug, add with blank date fields and the debug will last for 24 hours.