My subjective opinion is that C-Lion is just a little bit more solid/complete, but Microsoft are investing heavily in VScode. It's great to see some serious competition by two well-resourced players working on this stuff.
Personally I'm always happiest with GDB tui. It's all the standard arguments of command-line vs GUI. When you know what you're doing CLI (with tab-complete) is just a faster way to accomplish the task, but when you're a noobie or an infrequent user the GUI wins because it's so much more discoverable.
https://github.com/cyrus-and/gdb-dashboard
There's also Voltron which works with both gdb and lldb (amongst others):
Most of IDEs have a similar capability to be able to use debug view without setting up a project.
But if you really only need to watch variables any GUI frontend to gdb like QtCreator or DDD will do.