active work is going into codeblocks atm to make it just as easy to use gdb as msvc's debugger
while you might prefer makefiles they are a pain in the proverbial behind to write by hand, so codeblocks might come in handy doing that work (if nothing else).
gdb can actually do most of what the msvc debugger does but its a console app so if you dont know gnuish console commands then things are going to come down hard

with integration into codeblocks things should get much smoother. If you want a look at what they allready done i just uploaded the latest svn version to my site (no its not fully done yet but allready a lot closer).
unfortunatly insight seems to be dead and that is kinda sad it actually worked very well on windows after some patching. but took some to get used to.
if you like codeblocks but want to avoid gdb it works with msvc also (both the free and non free version) besides that it supports open watcom and several other compilers.
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