There is nothing more annoying than tracing an exception that only says "see inner exception for details". For this reason, I have started to use this simple extension method which traverses the entire exception structure, concatenating the messages together:
internal static class ExceptionExtensions
    {
        public static string MessageEx(this Exception ex)
        {
            StringBuilder errorMessageBuilder = new StringBuilder();

            Exception exception = ex;
            while (exception != null)
            {
                errorMessageBuilder.AppendLine(exception.Message);
                exception = exception.InnerException;
            }

            return errorMessageBuilder.ToString();
        }
    }