Is there a good Valgrind substitute for Windows?

Answer 1

See the "Source Test Tools" link on the Software QA Testing and Test Tool Resources page for a list of similar tools.

I've used BoundsChecker,DevPartner Studio and Intel V-Tune in the past for profiling. I liked V-Tune the best; you could emulate various Intel chipsets and it would give you hints on how to optimize for that platform.