gdb's C++ support leaves much to be desired, in my opinion.

Can you ask LLDB to never stop at certain functions or files? (like gdb's skip command except that unfortunately you cannot put that in your .gdbinit file). Very useful for skipping copy constructors, etc.

Can I use C++ syntax for overloaded operators? I.e., can I use A(1,1) for matrix object access instead of A.operator()(1,1) like gdb requires?

Can you wrap a class with some user defined script to simplify its interface for debugging? E.g., let the user browse and edit the elements of an STL vector without understanding the vector class implementation? (pretty-printing is implemented for gdb but Visual Studio does a much better job here!)