Wow I can't believe I haven't responded to this yet. Use Ctrl+F7 while you are stepping through your code.

You can also find this in the menu under 'Run' - > 'Evaluate/Modify...'

You can then use the window that pops up to 'evaluate' you code and it'll return values of your variables. This all depends on where you are in your code so you may have to pass values to parameters if you are finding that your bug appears inside of a function or procedure, but overall the process is the same.

You'll also find that just moving your mouse over the variable (as long as it's not a huge array or set) also is an easy way to 'peek' at whats inside. Laz has come a LONG way in debugging features it's getting at least almost to where Delphi 7 was.