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Are debugging skills important to become a good programmer?

I'm a young Java developer and I make a systematic use of the Netbeans debugger. In fact, I often develop my applications when I debug step by step in order to see immediately if my code works.

I feel spending a lot of time programming this way because the use of debugger increase execution time and I often wait for my app to jump from a breakpoint to an other (so much that I've the time to ask this question).

I never learned to use a debugger at school, but at work I've been told immediately to use this functionality. I started teaching myself to use it two years ago, and I've never been told any key tips about it.

I'd like to know if there are some rules to follow in order to use the debugger efficiently.

I'm also wondering if using the debugger is eventually a good practice? Or is it a loss of time and I've to stop now this bad habit?