C++ Memory Profiler
Track memory usage, find memory leaks, track down memory corruptions,
handles huge data sets
Profiler for Real-Time C++ Applications
Profile threads, core usage, context switches, all in real-time.
Visual Studio Plugin
Incredibly fast find tool for Visual Studio. Once you've used it you won't be able to program without it.
C++ Memory Manager
Written specifically for games, VMem is a fast, low fragmentation, multi-threaded malloc replacement