I've used Valgrind on Linux, but it's one of those applications where I have the time and patience to install it once, but not twice. That's my fault for not taking notes on how I set it up.
It is in some ways as good as Quantify and Purify, except that they're much easier to use, being based around a good GUI.
Um... what? You install valgrind by selecting it from your package manager (e.g. "apt-get install valgrind"). You run it by prepending "valgrind" to the command. Then you read the output. Valgrind is one of the most dummy-proof development tools I'm aware of. For someone to claim that they don't have the patience to "learn" it is just beyond me.
It is in some ways as good as Quantify and Purify, except that they're much easier to use, being based around a good GUI.