I'm looking for tools for understanding how memory is being allocated and freed in my C++ heap. mpatrol looks very full-featured, but perhaps a bit too grungy to get going. I like that it is free, but would feel more optimistic about my chances with it if it mentioned Visual C++ anywhere in its documentation (it's very GNU-centric).

Does anyone have any recommendations for good tools that aren't too expensive (free is ideal!), can report on leaks, fragmentation, etc, and is fairly painless to get started with?

Here's a list of such tools, though I get the sense that it is a few years out-of-date.