Lucas's answer about core dumps is good. In my .cshrc I have:
alias core 'ls -lt core; echo where | gdb -core=core -silent; echo "\n"'
to display the backtrace by entering 'core'. And the date stamp, to ensure I am looking at the right file :(.
Added: If there is a stack corruption bug, then the backtrace applied to the core dump is often garbage. In this case, running the program within gdb can give better results, as per the accepted answer (assuming the fault is easily reproducible). And also beware of multiple processes dumping core simultaneously; some OS's add the PID to the name of the core file.