How to Log Debug Information About a Stored Procedure
One solution to the rollback problem is to log information to a table variable (which isn't affected by the transaction), then roll back, then insert into the real logging table. Quick example:

DECLARE @LogRow TABLE
(
  dt DATETIME, objectid INT, 
  errornumber INT /* other columns */
);

BEGIN TRANSACTION;

BEGIN TRY

  SELECT 1/0;

  COMMIT TRANSACTION;

END TRY
BEGIN CATCH

  INSERT @LogRow(dt, objectid, errornumber /* , ... */)
    SELECT SYSDATETIME(), @@PROCID, ERROR_NUMBER() /* , ... */;

  ROLLBACK TRANSACTION;

  INSERT dbo.RealLogTable(/*...columns...*/) 
    SELECT /*...columns...*/ FROM @LogRow;

END CATCH