I am working with Magento but i didn't find a very good way to debug my modules. For example, many time, i got a blank page with no php error and no apache error. For example, in backend, if one grid controller isn't well set, i don't have an error.

How to debug Magento module?

It sounds like you want to enable Developer mode. Add this to your .htaccess file:

SetEnv MAGE_IS_DEVELOPER_MODE "true" 

You may also want to enable display errors in index.php:

 ini_set('display_errors', 1); 

The best way I have found to debug is with X-Debug in a local environment. You can also use log files to help debug in a production environment, if your unable to run X-Debug in the environment.

I've got a more detailed posting here:

http://www.molotovbliss.com/debugging-tips-and-tricks-with-magento-commerce

Consider also install XDebug