In case of trouble that you suspect to be a bug in Psyco, you can recompile it with additional coherency checks that will be done during the compilation of your Python functions (they should not slow down the execution of the compiled code).
Additionally, Psyco will dump debugging information to the standard error. The debugging version of Psyco can also dump the whole compiled code buffers and associated data structures, using psyco.dumpcodebuf.
Follow the instructions in setup.py to enable debugging. For fine-grained control under Unix, I use a custom Makefile instead of setup.py; this Makefile is present in the CVS tree too.