nocash, I've got at least one example where debuggers might have trouble... and believe me, this one I didn't need a debugger. ^_^
You're not going to find Mega Man's Soccer's hidden ending using any old debugger...
That's actually something that I found via good 'ole hex editing. I used my hex magic to find the ending through musical references to two ending tunes (yes, they were confirmed to be ending tunes by me), and then that lead to a whole bunch of other discoveries. I actually collaborated with JLukas to complete the package for the original ending, and I found a second ending.
The address label feature isn't a bad idea. Some of my music modifiers do use pointers (which means they require safe-cracking), and if you relocate that data, the music modifier is null and void until you modify your pointers. Sometimes, through common start and endpoint hex values in the data (or even ROM text), I can get away with finding unused music that pointer data alone won't reveal.