Is there a way to see names of called methods of direct3d object under the debugger? Even with debug versions of dlls from DX SDK neither SoftICE nor Olly nor WinDbg shows the names. It's only something like "d3dim!Direct3D_HALCleanUp+abcde".
Or maybe there is another way to see which method is called anyway?

Sure, you need the symbols installed though.

http://msdn.microsoft.com/downloads/list/directx.asp
(you'll need the extras pack, http://www.microsoft.com/downloads/details.aspx?FamilyId=42DA4820-7DE1-494A-B43D-F930B1649F93&displaylang=en)

http://msdn.microsoft.com/archive/default.asp?url=/archive/en-us/directx9_c/directx/intro/program/debugging/debuggingdx9.asp

Thanks a lot. Should be obvious that I'm missing symbol data

Well, I have the .pdb debug files for all DirectX DLLs. I have debug version of these DLLs. But how to feed them into SoftIce?
When I try to load symbols for the DLL, either retail or debug, loader says that there is no debug information in it
I tried to put the .pdb files in the same directory as my exe (like SoftIce docs suggest), and in Windows system dir together with DirectX - no effect. Maybe I'm missing something obvious again ;]

Get the PDB files, translate them to nms and add the to your winice.dat
like this LOAD=?:\PATH\file.nms