In a Unix world I've been happily using gdb for debugging and valgrind for memory analyzation.
Are there open-source quality alternatives for Windows?
I'm looking for lightweight pieces of software that do what you need, and never get in your way (just like gdb and valgrind).
Microsoft Visual Studio Express edition is free (but not open source).
In the Microsoft Debugging Tools there's also the WINDBG debugger. Also free, not open source.