Debug Executable Without Using Attach to Process

Okay, so the full title here is "Debug Your Executable Without Using the Traditional 'Attach to Process' Menu Items"  but that was way too long for me so I just shortened it up a bit.  You probably already know about the Attach to Process menu items on the Debug and Tools menus, but what if, for example, the process fails before you can attach to it?  Maybe it fails on startup or it runs too fast