Yep, especially with tools like kcachegrind for visualizing the output of valgrind's profiler (valgrind --tool=callgrind)

I've used Valgrind on Linux, but it's one of those applications where I have the time and patience to install it once, but not twice. That's my fault for not taking notes on how I set it up.

It is in some ways as good as Quantify and Purify, except that they're much easier to use, being based around a good GUI.

Um... what? You install valgrind by selecting it from your package manager (e.g. "apt-get install valgrind"). You run it by prepending "valgrind" to the command. Then you read the output. Valgrind is one of the most dummy-proof development tools I'm aware of. For someone to claim that they don't have the patience to "learn" it is just beyond me.