Two gotchas that I wish I hadn't learned the hard way:
(1) A lot of output (such as printf) is buffered by default. If you're debugging crashing code, and you're using buffered debug statements, the last output you see may not really be the last print statement encountered in the code. The solution is to flush the buffer after each debug print (or turn off the buffering altogether).
(2) Be careful with initializations - (a) avoid class instances as globals / statics; and (b) try to initialize all your member variables to some safe value in a ctor, even if it's a trivial value such as NULL for pointers.
Reasoning: the ordering of global object initialization is not guaranteed (globals includes static variables), so you may end up with code that seems to fail nondeterministically since it depends on object X being initialized before object Y. If you don't explicitly initialize a primitive-type variable, such as a member bool or enum of a class, you'll end up with different values in surprising situations -- again, the behavior can seem very nondeterministic.
