In unmanaged code you can set "data breakpoints". They user the debug registers of the CPU to issue an INT3 and the debugger stops on that instruction with no overhead during run time (in older version the debugger stepped through the program checking the memory..... slow!)
This is useful if you have some corruption at a knwon address (stack / heap vaiable getting clobbered).
Also AutoExp.dat in ide\packages\debugger can be customized to show your data structures.
pointer, mb shows a hex dump in the watch window
http://msdn.microsoft.com/en-us/magazine/dd252945.aspx
Yum!