After a year or two of using PHP, I finally realized there's a simple way to label the output from var_dump().

var_dump('foo', $foo, 'bar', $bar);

var_dump('Before buggy if-else, theme=', $theme);

That works well if your data isn't that complex.
You may want to have a look at http://pear.php.net/package/Var_Dump, it's very helpful for displaying multidimensional arrays etc.