Many Visual Studio users have reported very slow stepping in the debugger, on the order of 2-10 sec per step. I had this problem and just found a fix. Open the the "threads" window, right-click on the "process ID" bar, and, if "Show Threads in Source" is enabled, disable it. This cut my time per step to < 0.5 sec, which, while not great, is much improved.

This fix might also apply to other versions of VS (per this), but I haven't tried it.