There are two kinds of tricky bugs. The first is the masquerade party: something is going wrong, it’s clear what the problem is, but that can’t happen.
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One of the great contributions of Martin Fowler’s Refactoring was that it gave a name to one of the best approaches to addressing an intractable bug. If you can’t find the problem, and localization strategies can’t quite pin it down, you can just refactor the hell out of the neighborhood. This may or may not fix the bug, but at least it improves the code. Before refactoring, bug hunts left tracks all over the program in the form of hooks and temporaries and diagnostic writes. Nowadays, bug hunts leave mown lawns and cleaner design.
I also found Debug It! to be a good basic level book. I’m not aware of any good advanced books on this topic. This seems to be the case for most areas of our field.