I have written a debugging tutorial specifically for exploit writers, which you can read at the InfoSec Institute resources site. It covers all of the debugging skills needed to use OllyDbg for the development of Basic to Intermediate exploits, and is intended as a lead in to the tutorials I am planning on how to exploit each of the vulnerabilities in Vulnserver.
Links below:
Part 1
Part 2
Enjoy!
02 Mar 2011