<p>I have a legacy web site in ColdFusion MX 2004.  I'm re-writing it in .Net, so I don't want to pay $600+ for an upgrade to the latest version of ColdFusion, nor do I want to go through the (very large) site fixing version incompatibilities.</p>

<p>I often have to track down and fix bugs in the site.</p>

<p>A source-level debugger that would let me step through the code line-by-line and examine variables would be a HUGE time-saver.</p>

<p>Does anyone have experience using any of the third-party ColdFusion source-level debuggers?</p>

There's no such thing as ColdFusion MX 2004, neither in name nor release year (CFMX 6.1 was released in 2003, and CFMX 7 was released in 2005).
FusionDebug
supports all versions of CFMX from 6.1 onwards.
You may want to investigate
BlueDragon.NET
, which allows you to run CFML code on the .NET platform, and may make the transition easier for you.