Here is how it can be done using Visual Studio 2010:
Go to the Breakpoint window.
New -> Break at Function…
For the get, type: ClassName.get_PropertyName()
For the set, type: ClassName.set_PropertyName(PropertyType)
There is a "No Source Available" message when the breakpoint is hit, but you'll get the calling location in the call stack.
Tags: auto-implemented properties C# debugging visual studio 2010