This weekend I took some time to try and port the MonoDevelop.Debugger.Soft.Unity addins to Xamarin Studio. As it turns out it wouldn’t work, even when the addin compiled and loaded, because it relied on functionality that was added to the base MonoDebugger.Debugger.Soft namespace by Levi Bard; this add-in is built with MonoDevelop/Xamarin so instead I elected to fork the MonoDevelop 4.0 project from github, reintegrate these changes and build a MonoDevelop 4.0 package with the Unity soft debugger included.
Refer to GitHUB if you are interested in the source.
The Add-In has been released on the MonoDevelop Add-In Alpha channel. You will need to enable this channel to install the plugin. Also there is a UnityUtilities plugin which will give you syntax highlighting for shader lab, cg, and quick access to the Script Reference (in the Help Menu).
Barring a few exceptions which you can safely ignore that will be resolved in a future release of MonoDevelop (changes were merged and just need to be released). The add-in works well in Unity 3.5.
Unity 4.0+ has a few issues that I am currently investigating. You must RUN the application before attaching the debugger, and detach before stopping the application or you will crash Unity. There seem to be minute differences in the way the debugging protocol is being used between Xamarin and MonoDevelop 2.0 at the heart of this (I think).