I will be working along and then run into some error and may not even be at a location that I can modify it to turn on tracing to see what there error was.

It can be very handy to override teh Application.BeginRequest and put in something like:

if(HttpContext.Current.Request["ShowTrace"]!=null)
  HttpContext.Current.Trace.IsEnabled = true;

This will enable tracing on the current page for this call.  Can be a BIG timesaver and if you are not worried someone will find out the parameter to use to show tracing, you could even run it on a production site so that it is there when you need it.