Unfortunately, there is no debug output or error log or anything to turn on. The only real way to track down problems like this is through trial and error and experience.
I'd say about 50% of the time in cases like this, DirectX is the culprit (but that's less common now that we are running the DX updater on install), about 40% of the time it's a driver issue, and about 10% of the time it's another program interfering with the game.
Of that 10%, I've never really seen the same program come up twice. Sometimes it's anti-virus software, sometimes it's a cd burning program, sometimes it's something that's trying to actively use DX while you are trying to run the game, and sometimes it's just crufty old windows, like with Deltageek. It's pretty much just a crap shoot.
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