So, for once, I am going to request a feature without implementing it. This touches on the actual debugging code, which I feel much less comfortable hacking. Also, the way it's currently implemented, some things would have to be redisigned non-trivially. And I really do need to get back to hacking SymPy :)
Basically, it would be nice if you could run to empty lines, or lines with comments. I wouldn't mind if this was really just a shortcut for running to the next actual runnable line, or if it's at the end of a file, to just run everything without giving the "Finished" dialog).
There are probably some nuances I am not considering here (e.g., could there be problems involved with return statements?). So I am going to just leave this here and hope that Andreas or someone else implements it.
Why "without giving the "Finished" dialog"?
Because you want to be able to examine the variables and the state in general. Quit/Restart does not let you do this. Actually, I just noticed that you still get a "return" step when you drop off the bottom of the file. So it should stop there.
Now that you mention it, maybe the Quit/Restart dialog should get a new button (I'm not sure what to call it) that just closes the dialog and lets you analyze the state some more.
It's now possible to close the "Finished" dialog.