Application Verifier combined with Debugging Tools for Windows is an amazing setup. You can get both as a part of the Windows Driver Kit or the lighter Windows SDK. (Found out about Application Verifier when researching an earlier question about a heap corruption issue.) I've used BoundsChecker and Insure++ (mentioned in other answers) in the past too, although I was surprised how much functionality was in Application Verifier.
Electric Fence (aka "efence"), dmalloc, valgrind, and so forth are all worth mentioning, but most of these are much easier to get running under *nix than Windows. Valgrind is ridiculously flexible: I've debugged large server software with many heap issues using it.
When all else fails, you can provide your own global operator new/delete and malloc/calloc/realloc overloads -- how to do so will vary a bit depending on compiler and platform -- and this will be a bit of an investment -- but it may pay off over the long run. The desirable feature list should look familiar from dmalloc and electricfence, and the surprisingly excellent book Writing Solid Code:
- sentry values: allow a little more space before and after each alloc, respecting maximum alignment requirement; fill with magic numbers (helps catch buffer overflows and underflows, and the occasional "wild" pointer)
- alloc fill: fill new allocations with a magic non-0 value -- Visual C++ will already do this for you in Debug builds (helps catch use of uninitialized vars)
- free fill: fill in freed memory with a magic non-0 value, designed to trigger a segfault if it's dereferenced in most cases (helps catch dangling pointers)
- delayed free: don't return freed memory to the heap for a while, keep it free filled but not available (helps catch more dangling pointers, catches proximate double-frees)
- tracking: being able to record where an allocation was made can sometimes be useful
Note that in our local homebrew system (for an embedded target) we keep the tracking separate from most of the other stuff, because the run-time overhead is much higher.
If you're interested in more reasons to overload these allocation functions/operators, take a look at my answer to "Any reason to overload global operator new and delete?"; shameless self-promotion aside, it lists other techniques that are helpful in tracking heap corruption errors, as well as other applicable tools.
Because I keep finding my own answer here when searching for alloc/free/fence values MS uses, here's another answer that covers Microsoft dbgheap fill values.
与恶龙缠斗过久,自身亦成为恶龙；凝视深渊过久,深渊将回以凝视…
