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.
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.