MySQL stored procedures, or stored functions, can be useful, particularly if you need to do something "iterative" with data that can't be easily done with "simple" SQL such as looping through data or (simple) XML or name-value-pair string parsing. First, a few things to know:
1. MySQL stored procedures are dynamically interpreted, so you won't hit syntax or semantic errors in logical blocks until they're actually executed, so you need to create situations in unit-testing where all logic is executed.
2. If stored procedure A calls stored procedure B, and B gets redefined, A will hang unless it gets redefined after B is redefined.
3. Local variables used with the "cursor FETCH" statement shouldn't have the same names as columns used in FETCH queries. If they do, they'll be NULL and random badness will ensue.
Debugging stored procedures
As far as I know, there's no source-level debugger available for MySQL stored procedures or functions, so you have to be a bit clever and a bit old-school in debugging.
The easiest way to debug stored procedures is to use a variation of the "printf" strategy from programming days of yore. Since you can't print an actual message, an alternate way is to create a "debug_output" table with a "debug_txt varchar(128)" column, and use
insert into debug_output values (concat('my message', ',', 'var1=', var1, ..., 'varN=', varN));
After your procedure runs (or dies), just select from your debug_output table. I also like to create an error_output table for error handling with a single column.
Note that these will greatly impact runtime in tightly coded stored procedures, so you'll want to comment them out. I tried to disable them by using the "BLACKHOLE" storage manager, but this doesn't improve performance significantly.