Debug.Assert is useful to break your code on a certain condition so that you may step through it. For example if your code is failing due to a condition that you don't believe must occur, or after a point in a loop, you can add a test for that:
Sub assertive()
   Dim n As Long
   For n = 1 To 100
      ' you can step through after n = 60
      Debug.Assert n <> 60
   Next n
End Sub
Of course you may also achieve the same with watches or Stop statements.