One way is; if you are using canvas; declare a variable and change its value after certain blocks of code and the draw it on the canvas using drawString() ; IMHO by this way you could find out where the problem is comming.
If it crashes at the very start of the midlet (before anything else gets run), try checking if you have the correct CLDC and MIDP versions in the jar/jad file. Also check the memory. If it's a particularly large app, some phones might not be able to handle it.
Or you can just append any printStackTrace(0)'s as StringItems to a form and display it.