What is the best resource for learning the features and benefits of windbg? I want to be able to discuss investigate memory issues (handles, objects), performance issues, etc .
Maoni Stephens and Claudio Caldato's article on MSDN
Maoni's blog (it is not updated recently but it contains a lot of useful material)
Tess Fernandez has a a LOT of info reguarding windbg check out her video from teched in Barcellona. She also has an article called "Learning .NET Debugging" which will certainly be helpful. I suggest you to subscribe to this blog it is allways full with fresh info about debugging.
John Robbins from Wintellect has a column on MSDN magazine called BUGSLAYER so check it out and allso his book Debugging Microsoft .NET 2.0 Applications has few chapters dedicated just to winDbg