OllyDbg:
http://www.ollydbg.de/ * Intuitive user interface, no cryptical commands
* Code analysis - traces registers, recognizes procedures, loops, API calls, switches, tables, constants and strings
* Directly loads and debugs DLLs
* Object file scanning - locates routines from object files and libraries
* Allows for user-defined labels, comments and function descriptions
* Understands debugging information in Borland® format
* Saves patches between sessions, writes them back to executable file and updates fixups
* Open architecture - many third-party plugins are available
* No installation - no trash in registry or system directories
Debugging tools for Windows
http://www.microsoft.com/whdc/devtools/debugging/default.mspx