This criticism applies to the UI overall, which puts things in inconvenient places (the tall, narrow find results/compile results panel was particularly ridiculous), and then won't even let you move them, but I found it especially tiresome when debugging. This is the last thing you want in a debugger UI in my view! I want to see as much stuff at once as possible, and I don't want to have to switch between tabs unless I deliberately set things up that way myself.
There's no separate registers window (it shares its window with the locals), there's only one watch window, and the disassembly window never seemed to work very well (when stepping, execution still proceeds on a line by line basis). I recall the disassembly window also sharing a window with the source window too. I think the memory view might do that too. All in all, most unsatisfactory.
Visual Studio does have some odd limitations and annoyances, but you can at least put the windows where you like.