There are numerous things that can be done to improve the ease with which C++ binaries are debugged when using the GNU tool chain. Here are some of them.
Compiler flags determine how debug information is transmitted between compilation and debug or analysis tools.
    The default optimizations and debug flags for a libstdc++ build
    are -g -O2. However, both debug and optimization
    flags can be varied to change debugging characteristics. For
    instance, turning off all optimization via the -g -O0
    -fno-inline flags will disable inlining and optimizations,
    and add debugging information, so that stepping through all functions,
    (including inlined constructors and destructors) is possible. In
    addition, -fno-eliminate-unused-debug-types can be
    used when additional debug information, such as nested class info,
    is desired.
  Or, the debug format that the compiler and debugger use to
  communicate information about source constructs can be changed via
  -gdwarf-2 or -gstabs flags: some debugging
  formats permit more expressive type and scope information to be
  shown in GDB. Expressiveness can be enhanced by flags like
  -g3. The default debug information for a particular
  platform can be identified via the value set by the
  PREFERRED_DEBUGGING_TYPE macro in the GCC sources.
Many other options are available: please see "Options for Debugging Your Program" in Using the GNU Compiler Collection (GCC) for a complete list.
If you would like debug symbols in libstdc++, there are two ways to build libstdc++ with debug flags. The first is to create a separate debug build by running make from the top-level of a tree freshly-configured with
     --enable-libstdcxx-debug
and perhaps
     --enable-libstdcxx-debug-flags='...'
  Both the normal build and the debug build will persist, without
  having to specify CXXFLAGS, and the debug library will
  be installed in a separate directory tree, in (prefix)/lib/debug.
  For more information, look at the
  configuration section.
A second approach is to use the configuration flags
     make CXXFLAGS='-g3 -fno-inline -O0' all
This quick and dirty approach is often sufficient for quick debugging tasks, when you cannot or don't want to recompile your application to use the debug mode.
  There are various third party memory tracing and debug utilities
  that can be used to provide detailed memory allocation information
  about C++ code. An exhaustive list of tools is not going to be
  attempted, but includes mtrace, valgrind,
  mudflap, and the non-free commercial product
  purify. In addition, libcwd has a
  replacement for the global new and delete operators that can track
  memory allocation and deallocation and provide useful memory
  statistics.
  Regardless of the memory debugging tool being used, there is one
  thing of great importance to keep in mind when debugging C++ code
  that uses new and delete: there are
  different kinds of allocation schemes that can be used by 
  std::allocator. For implementation details, see the mt allocator documentation and
  look specifically for GLIBCXX_FORCE_NEW.
  In a nutshell, the optional mt_allocator
  is a high-performance pool allocator, and can
  give the mistaken impression that in a suspect executable, memory is
  being leaked, when in reality the memory "leak" is a pool being used
  by the library's allocator and is reclaimed after program
  termination.
For valgrind, there are some specific items to keep in mind. First of all, use a version of valgrind that will work with current GNU C++ tools: the first that can do this is valgrind 1.0.4, but later versions should work at least as well. Second of all, use a completely unoptimized build to avoid confusing valgrind. Third, use GLIBCXX_FORCE_NEW to keep extraneous pool allocation noise from cluttering debug information.
  Fourth, it may be necessary to force deallocation in other libraries
  as well, namely the "C" library. On linux, this can be accomplished
  with the appropriate use of the __cxa_atexit or
  atexit functions.
   #include <cstdlib>
   extern "C" void __libc_freeres(void);
   void do_something() { }
   int main()
   {
     atexit(__libc_freeres);
     do_something();
     return 0;
   }
or, using __cxa_atexit:
   extern "C" void __libc_freeres(void);
   extern "C" int __cxa_atexit(void (*func) (void *), void *arg, void *d);
   void do_something() { }
   int main()
   {
      extern void* __dso_handle __attribute__ ((__weak__));
      __cxa_atexit((void (*) (void *)) __libc_freeres, NULL,
		   &__dso_handle ? __dso_handle : NULL);
      do_test();
      return 0;
   }
Suggested valgrind flags, given the suggestions above about setting up the runtime environment, library, and test file, might be:
valgrind -v --num-callers=20 --leak-check=yes --leak-resolution=high --show-reachable=yes a.out
All synchronization primitives used in the library internals need to be understood by race detectors so that they do not produce false reports.
  Two annotation macros are used to explain low-level synchronization 
  to race detectors:
  _GLIBCXX_SYNCHRONIZATION_HAPPENS_BEFORE() and
   _GLIBCXX_SYNCHRONIZATION_HAPPENS_AFTER().
  By default, these macros are defined empty -- anyone who wants
  to use a race detector needs to redefine them to call an
  appropriate API.
  Since these macros are empty by default when the library is built,
  redefining them will only affect inline functions and template
  instantiations which are compiled in user code. This allows annotation
  of templates such as shared_ptr, but not code which is
  only instantiated in the library.  Code which is only instantiated in
  the library needs to be recompiled with the annotation macros defined.
  That can be done by rebuilding the entire
  libstdc++.so file but a simpler
  alternative exists for ELF platforms such as GNU/Linux, because ELF
  symbol interposition allows symbols defined in the shared library to be
  overridden by symbols with the same name that appear earlier in the
  runtime search path. This means you only need to recompile the functions
  that are affected by the annotation macros, which can be done by
  recompiling individual files.
  Annotating std::string and std::wstring
  reference counting can be done by disabling extern templates (by defining 
  _GLIBCXX_EXTERN_TEMPLATE=-1) or by rebuilding the 
  src/string-inst.cc file.
  Annotating the remaining atomic operations (at the time of writing these
  are in ios_base::Init::~Init, locale::_Impl,
  locale::facet and thread::_M_start_thread)
  requires rebuilding the relevant source files.
The approach described above is known to work with the following race detection tools: DRD, Helgrind, and ThreadSanitizer.
With DRD, Helgrind and ThreadSanitizer you will need to define the macros like this:
#define _GLIBCXX_SYNCHRONIZATION_HAPPENS_BEFORE(A) ANNOTATE_HAPPENS_BEFORE(A) #define _GLIBCXX_SYNCHRONIZATION_HAPPENS_AFTER(A) ANNOTATE_HAPPENS_AFTER(A)
Refer to the documentation of each particular tool for details.
Many options are available for GDB itself: please see "GDB features for C++" in the GDB documentation. Also recommended: the other parts of this manual.
  These settings can either be switched on in at the GDB command line,
  or put into a .gdbinit file to establish default
  debugging characteristics, like so:
set print pretty on set print object on set print static-members on set print vtbl on set print demangle on set demangle-style gnu-v3
Starting with version 7.0, GDB includes support for writing pretty-printers in Python. Pretty printers for containers and other classes are distributed with GCC from version 4.5.0 and should be installed alongside the libstdc++ shared library files and found automatically by GDB.
  Depending where libstdc++ is installed, GDB might refuse to auto-load
  the python printers and print a warning instead.
  If this happens the python printers can be enabled by following the
  instructions GDB gives for setting your auto-load safe-path
  in your .gdbinit configuration file.
  Once loaded, standard library classes that the printers support
  should print in a more human-readable format.  To print the classes
  in the old style, use the /r (raw) switch in the
  print command (i.e., print /r foo).  This will
  print the classes as if the Python pretty-printers were not loaded.
For additional information on STL support and GDB please visit: "GDB Support for STL" in the GDB wiki. Additionally, in-depth documentation and discussion of the pretty printing feature can be found in "Pretty Printing" node in the GDB manual. You can find on-line versions of the GDB user manual in GDB's homepage, at "GDB: The GNU Project Debugger" .
The verbose termination handler gives information about uncaught exceptions which kill the program.
The Debug Mode has compile and run-time checks for many containers.
The Compile-Time Checks extension has compile-time checks for many algorithms.
The Profile-based Performance Analysis extension has performance checks for many algorithms.