I loathe the idea of Windows development, but the VC++ debugger is among the best I've seen. I haven't found a GUI front end that comes close to the VC one.
GDB is awesome once you really get used to it. Use it in anger enough and you'll become very proficient. I can whiz around a program doing all the things you listed without much effort anymore. It did take a month or so of suffering over a SSH link to a remote server before I was proficient. I'd never go back though.
DDD is really powerful but it was quite buggy. I found it froze up quite often when it got messages from GDB that it didn't grok. It's good because it has a gdb interface window so you can see what's going on and also interact with gdb directly. DDD can't be used on a remote X session in my environment (a real problem, since I'm sitting at a thin client when I do Unix dev) for some reason so it's out for me.
KDevelop followed typical KDE style and exposed EVERYTHING to the user. I also never had any luck debugging non KDevelop programs in KDevelop.
The Gnat Programming Studio (GPS) is actually quite a good front-end to GDB. It doesn't just manage Ada projects, so it's worth trying out if you are in need of a debugger.
You could use Eclipse, but it's pretty heavy weight and a lot of seasoned Unix people I've worked with (me included) don't care much for its interface, which won't just STFU and get out of your way. Eclipse also seems to take up a lot of space and run like a dog.