- "Set next statement" is a biggie: when you see a variable have incorrect value at the end of the function, you can just move the "next statement" pointer back to the beginning of the function and retrace it without letting execution leave and reenter the function in program's normal flow. This also works when stack is unwinding due to an exception. Combined with Edit-And-Continue I find it more convenient than REPL.
Looks like this might have been implemented at least partially in 2018 and later JetBrains products, but probably only for Python and C#.