I really hate using STL containers because they make the debug version of my code run really slowly. What do other people use instead of STL that has reasonable performance for
MSVC uses a very heavyweight implementation of checked iterators in debug builds, which others have already discussed, so I won't repeat it (but start there)
One other thing that might be of interest to you is that your "debug build" and "release build" probably involves changing (at least) 4 settings which are only loosely related.
These can be switched independently. The first costs nothing in runtime performance, though it adds size. The second makes a number of functions more expensive, but has a huge impact on malloc and free; the debug runtime versions are careful to "poison" the memory they touch with values to make uninitialized data bugs clear. I believe with the MSVCP* STL implementations it also eliminates all the allocation pooling that is usually done, so that leaks show exactly the block you'd think and not some larger chunk of memory that it's been sub-allocating; that means it makes more calls to malloc on top of them being much slower. The third; well, that one does lots of things (this question has some good discussion of the subject). Unfortunately, it's needed if you want single-stepping to work smoothly. The fourth affects lots of libraries in various ways, but most notable it compiles in or eliminates assert() and friends.
So you might consider making a build with some lesser combination of these selections. I make a lot of use of builds that use have symbols (/Zi and link /DEBUG) and asserts (/DDEBUG), but are still optimized (/O1 or /O2 or whatever flags you use) but with stack frame pointers kept for clear backtraces (/Oy-) and using the normal runtime library (/MT). This performs close to my release build and is semi-debuggable (backtraces are fine, single-stepping is a bit wacky at the source level; assembly level works fine of course). You can have however many configurations you want; just clone your release one and turn on whatever parts of the debugging seem useful.