is an new version of WinDBG (Version 220.127.116.11) released with some improvements regarding symbols server support some other usefull commands check this out here http://www.microsoft.com/whdc/devtools/debugging/whatsnew.mspx .
and is a windows debugger extension open project on codeplex, quite interesting stuff you have to use the DDK build to compile, but it works, and the team have an blog too, quite interesting stuff up there http://blogs.msdn.com/ntdebugging/
Also an quite interesting topic regarding debugging large and complex applications posted by one of the Phoenix compiler team member on VC Blog, basic is how to use the /RTC compiler flag for run time error checks. This can help you find places where there is unintended data loss, finds usage of uninitialized variables, detects overruns and underruns, stack pointer corruption and stack corruption.
You can find more information about this at http://msdn2.microsoft.com/en-us/library/8wtf2dfz(VS.80).aspx