You don't mention whether you are using Windows or UNIX.
On UNIX systems, KDevelop is good but I use KDbg because it is easy to use and will also work with apps not developed in KDevelop.
Eclipse is good on both platforms.
On Windows, there is a great package called Wascana Desktop Developer which is Eclipse CDT and MinGW all packaged up and preconfigured nicely for the minimum of pain. Its the best thing I've found for developing GNU code on Windows.
I have used all these debuggers and none of them are as good as MS Dev Studio. Eclipse/Wascana is probably the closest but it does have limitations like you cannot step into DLLs and it doesn't do as good a job at examining variables.
