As far as I know there are no tools that allows you to steps through code in a shader (also, in that case you would have to be able to select just a pixel/vertex you want to "debug", the execution is likely to vary depending on that). 

What I personally do is a very hacky "colourful debugging". So I sprinkle a bunch of dynamic branches with <code>#if DEBUG / #endif</code> guards that basically say 
 
    
	#if DEBUG
	if( condition ) 
		outDebugColour = aColorSignal;
	#endif
	
	.. rest of code .. 
	
	// Last line of the pixel shader
	#if DEBUG
	OutColor = outDebugColour;
	#endif


So you can "observe" debug info this way. I usually do various tricks like lerping or blending between various "colour codes" to test various more complex events or non-binary stuff. 

In this "framework" I also find useful to have a set of fixed conventions for common cases so that if I don't have to constantly go back and check what colour I associated with what. 
The important thing is have a good support for hot-reloading of shader code, so you can almost interactively change your tracked data/event and switch easily on/off the debug visualization. 

If need to debug something that you cannot display on screen easily, you can always do the same and use one frame analyser tool to inspect your results. I've listed a couple of them [as answer of this other question.][1]




Obv, it goes without saying that if I am not "debugging" a pixel shader or compute shader, I pass this "debugColor" info throughout the pipeline without interpolating it (in GLSL with <code> flat </code> keyword ) 


Again, this is very hacky and far from proper debugging, but is what I am stuck with not knowing any proper alternative.


  [1]: https://computergraphics.stackexchange.com/questions/23/how-can-i-debug-what-is-being-rendered-to-a-frame-buffer-object-in-opengl/25#25