I don’t know why pdb isn’t recommended in “Tips and Tricks” page (eg. http://www.blender.org/documentation/blender_python_api_2_59_2/info_tips_and_tricks.html) you may (should) use it instead of code.interact() function.
I used code.interact() function in order to debug my code. But, as far as I could search the internet, I didn’t find a way to exit interactive shell and make blender continue running the game. Instead, I’m now using pdb.set_trace() function which lets me interrupt a game session, debug, change variables and then continue executing the game.
Hope this helps.