Keep in mind that when it comes to software tools, I'm not a biased observer. As you can see from my biography, I worked at NuMega for four years, and I was a member of the teams that developed some of the leading tools in the marketplace. I use those tools all the time. The list of tool vendors here is for your reference and not an implied endorsement of any company or product. The tools listed are geared toward debugging and automated testing.
Automatic run-time error detection and diagnosis for Visual C++, Borland Delphi, and Borland C++ Builder programs for all Windows operating systems
Automatic performance analysis for Visual C++, Visual Basic, and Java programs for all Windows operating systems
Automatic code-coverage analysis for Visual C++, Visual Basic, and Java programs for all Windows operating systems
Automatic source code analysis for Visual Basic programs for all Windows operating systems
Automatic run-time error detection and diagnosis for Visual Basic programs for all Windows operating systems
Automatic error handling and recovery for Visual Basic programs for all Windows operating systems
Visual thread and event analysis for Java programs for all Windows operating systems
Advanced Windows debugger for debugging both user-mode and kernel-mode programs for all Windows operating systems
Automatic run-time error detection and diagnosis for Visual C++ programs on Windows NT and Windows 2000 only
Automatic code-coverage analysis for Visual C++, Visual Basic, and Java programs for Windows NT and Windows 2000 only
Automatic performance analysis for Visual C++, Visual Basic, and Java programs for Windows NT and Windows 2000 only
Regression-testing tool for all Windows operating systems
Regression-testing tool for all Windows operating systems
Error trapping and postmortem debugging for Visual C++ and Visual Basic on all Windows operating systems