Every time I have to setup a new environment, I completely forget the mess you have to go through in order to get your kernel debug world setup properly. So this is here to make sure I won't forget it ever again.
I do not run linux as a desktop, and I suggest that nobody else does. My development consists of OS-X, and VirtualBox with two (almost) identical installations of linux (whatever you want, but I use ubuntu here in my examples). Our secondary VM will be the host which we will be debugging, as in our primary box will attach to it via kgdb.
Clone your VM - no need to do a full history copy, just a snapshot clone, call it something that won't confuse you later, like "fucktard69" if your main VM is "shitcocks666". It doesn't matter, shut the fuck up.