Expression Blend is very useful. However, it would be even more useful if a designer was able to see data in the controls which he/she is using. That way, changing the font of a grid will show the changes right away. The key is to have dummy data in the grid so that the designers' changes are reflected in real-time. This would result in a much better experience for the UI/UX designer working in Blend.
However, by default, there is no data in controls used in Blend, and the designer has to live with that.
In order to achieve this "dummy data" behavior, I am currently including Mock data as part of the XAP file that users will eventually receive. This is not so good since users will have to wait for a larger Silverlight XAP file to be downloaded. You can find an application I wrote that uses this technique @ http://www.leonidsorokin.com/blog/post/Architecting-Designing-Silverlight-2-Applications.aspx
In order to avoid having to include potentially large dummy data in the XAP file I wanted to download it dynamically during runtime. In the browser, there is no problem, but the same code in Blend results in the error: WebException: BrowserHttpWebRequest_WebException_RemoteServer.
Here is a thread I posted on this issue in the Expression Blend Forum: http://social.expression.microsoft.com/Forums/en-US/blend/thread/fe5b251f-e54e-4d6a-b442-5cf45fa00e86
By the way, you can debug a Silverlight application running under Expression Blend by simply attaching to the Blend.exe process while your application solution is open in Visual Studio 2008, and setting breakpoints.