Also, for Windows/.NET: mdbg.exe is a .NET command-line debugger that can be helpful when there is a crash on a test or client system as it is portable. Also learn how to take a memory dump and analyze it with Windbg, it has saved me hours particularly when analyzing problems with complex applications like webapps running under IIS.
More in terms of tools: if you are tracking down a memory leak, get a memory profiler, don't guess blindly at what is leaking. What can be done in an hour of tracing rooted objects with windbg takes five minutes with a profiler. Likewise with performance profiling.
More in terms of tools: if you are tracking down a memory leak, get a memory profiler, don't guess blindly at what is leaking. What can be done in an hour of tracing rooted objects with windbg takes five minutes with a profiler. Likewise with performance profiling.