Not sure if this is what your looking for, but to get one data
-field of a large collection you can use $collection->getColumnValues('attribute_code')
.
Edit:
How do you do when you want to know the data present in some object that you don't know what it contains ?
When talking about debugging large objects you can also use this
# if $item is some kind of Varien object
Mage::log($item->debug());