Perhaps it is indirect to gdb (because it's an IDE), but my recommendations would be KDevelop. Being quite spoiled with Visual Studio's debugger (professionally at work for many years), I've so far felt the most comfortable debugging in KDevelop (as hobby at home, because I could not afford Visual Studio for personal use - until Express Edition came out). It does "look something similar to" Visual Studio compared to other IDE's I've experimented with (including Eclipse CDT) when it comes to debugging step-through, step-in, etc (placing break points is a bit awkward because I don't like to use mouse too much when coding, but it's not difficult).