I don't think you've experienced the level of integration Visual Studio brings to this. DTrace and Valgrind are great but they would need to be seamlessly integrated into Eclipse to be comparable.
I'll take my separation + hooks for launching any day over massive integration that means doing what you want is hard / impossible.
ie, even MS's own products don't play nicely with each other. But you're more stuck with them than you would be with something more atomic and disconnected.
That's real nice for you, but what VS does is bring it out-of-the-box to everyone. Way to miss the point.
In no other creative or engineering profession is there this expectation that the most advanced tools are shrink wrapped together. Who gives a shit if you can buy paint together with your brushes? Just buy the best damn paint and brushes you can find, regardless of who sells them.
But my point stands: if you do want the fully-integrated IDE experience, VS is state-of-the-art, there's nothing like it on any other platform. That is why I don't say "better" or "worse" I say "not comparable".
Valgrind has KDevelop on Linux.