Debugging with gdb, any c++ code that uses STL/boost is still a nightmare. Anyone who has used gdb with STL knows this. For example, see sample runs of some debugging sessio
I think the easiest and most option is to use logging (well I actually use debug prints, but I think that's not a point). The biggest advantage is that you can inspect any type of data, many times per program execution and then search it with a text editor to look for interesting data. Note that this is very fast. The disadvantage is obvious, you must preselect the data which you want to log and places where to log. However, that is not such a serious issue, because you usually know where in the code bad things are happening (and if not, you just add sanity checks here and there and then, you will know).
Checked/debug libraries are good, but they are better as a testing tool (eg. run it and see if I'm doing anything wrong), and not as good at debugging a specific issue. They can't detect a flaw in user code.
Otherwise, I use plain GDB. It is not that bad as it sounds, although it might be if you are scared by "print x" printing a screenful of junk. But, if you have debugging information, things like printing a member of a std::vector work and if anything fails, you still can inspect the raw memory by the x command. But if I know what I'm looking for, I use option 1 - logging.
Note that the "difficult to inspect" structures are not only STL/Boost, but also from other libraries, like Qt/KDE.