Aside from the great STL container inspection (There are claims that macros exist to make container inspection nice. There is also set prettyprint.), you can do all that in gdb. If you like IDEs you can use Eclipse and CDT, which has a frontend to gdb that works just as well as VS's debugger.
Sorry, but gdb and eclipse are crap for C/C++ development.
There is nothing you can do in MSVC that you can't do more slowly in a less-obvious manner in either gdb or eclipse.
I spent five years doing C++ work in VS 6 through VS 9. I've spent a little more than a year doing C++ work with Eclipse 3.6 and what appears to be CDT 7.x. After figuring out (and changing, where needed) the default keybindings, I find that neither development nor debugging is any slower in Eclipse than it was in VS 8->9. (Don't get me started about the dog that was VS 6.) Also, there are quite a few things that stymied VS (such as "go to class definition") that CDT gets right every time.
Anecdata FTL, I guess. Note that the CDT of long ago was absolute trash. If you haven't tried it in the past couple of years, get a recent version of Eclipse and try again. It's really a good tool.
I usually compile outside of IDE (from command line / Far Manager) with custom build script and use MSVC only as a debugger: it has nice feature of opening EXE file as a project workspace.
We're stuck with MSVC until gcc and its Windows ports will have a decent GUI debugger.