Get the username in Forms authentication
To get the UserName of the authenticated user:
HttpContext.Current.User.Identity.Name;
That's exactly how I do it, I think there might be something wrong with your setup? For example, are you actually logged into the site while your debugging? If not, you need to in order to get a value.
It may depend on when in the lifecycle you are asking.
If you handle BeginRequest() then there will not yet be any authentication information. Whereas if you handle EndRequest() there will.