I am having numerous problems debugging my web application locally.

1. Originally I was having problems with changes not showing up in debug mode until I clicked refresh on the browser. I'm not sure what the problem was but I switched to Firefox and the problem went away.

2. Next with Firefox, unlike with IE, when I shut down the browser it doesn't stop debug mode and the process is still attached. I need to manually stop debugging.

3. Next when I am debugging Studio is cycling thru the Page_Load event TWICE.

What could possibly be causing these things?

1) If you are editing while debugging, you'll need to make sure you save the changes first.  Then you will have to hit refresh to see the changes.  An error will occur if certain things are changed and you try to re-post the old page to the new one that was just saved.

2) I have this problem with IE sometimes as well. Instead of closing the browser, you could just manually stop debugging.  That will close the process (FireFox), as well.  Is FireFox your default browser in Visual Studio?  (You can still debug with it even if IE is your default; simply copy the URL from IE and paste it into the address bar of any browser.  Server-side operation and debugging work the same, except for scripting -- untested).

3) Several things could be causing Page_Load to occur twice.  I know an old-fashioned coder who doesn't like a hierarchy of functions, so he puts everything in an event handler and calls the event handler multiple times throughout his code (definitely a bad idea!).  Another reason it may occur is due to having a Handles clause at the end of the event handler in addition to the Page having the AutoEventWireUp property set to True in the aspx code. 

As far as Issue #3 I couldn't find either one of those conditions going oon and it is still cycling thru twice.

I do have three user controls on the page. A header, footer and business UC and it cycles twice thru all of them.

You know what the solution was, I reverted back to IE6 (I was using IE7). IE6 gives me none of these issues. IE7, which had those weird cache issues, and FireFox which has the double load issue were both giving me problems.

Are you using IIS or the built in web server (Cassini)?  From what I've heard, the built-in web server adds expiration headers to the pages so that the latest version is always pulled down by the browser.  I haven't had any issues with IE 7, but perhaps you should discover the real cause so that your users with IE7 and FireFox won't stop using your app.