oh it's been harped on for years. But people with mountains of cash already wrote their own STL and heap allocators :-) Those are usually your main bottlenecks in usability of debug builds.

I've worked on games with "DebugOptimized" builds where it's optimized,but instrumented in other ways. That's probably the best solution. You only drop down to full debug if you absolutely can't debug a specific issue in an optimized build.

With Visual C++, if you are careful you can build a version with release runtimes and third party libs so only your code is debug. Microsoft makes it harder than it has to be though.