Microsoft has published a TechNet Wiki, Forefront Threat Management Gateway (TMG) 2010 Troubleshooting Survival Guide.
"When approaching to troubleshooting any product there are some general guidelines that should be followed. The WSUS Troubleshooting Survival Guide has the seven core steps that should be used. When the subject is TMG, there are many areas that can be explored from the troubleshooting standpoint. This article will cover the main areas and you can expand by adding new areas with core troubleshooting techniques."
Forefront TMG 2010 comes with a built in set of tools that can help you to troubleshoot a great variety of scenarios. Those options are located in the Troubleshooting pane as shown in the figure below:
Reminder: WIKI pages are "live" documents and you are welcome to contribute edits to them. Knowing Yuri - you're going to have a hard time finding a trick he doesn't know.
We've embedded the Wiki below, you can read it here or on the source: