I've used kd/windbg at Microsoft, lldb at Apple, gdb at Intel; WinDbg(Next) and kd are still my absolute favorite.
Coolest feature of windbg is time travel debugging - https://learn.microsoft.com/en-us/windows-hardware/drivers/d...
If you'll excuse the shameless self promotion, I gave a talk at C++Now last year on how time travel debuggers work: https://www.youtube.com/watch?v=NiGzdv84iDE
(Warning: contains me trying to play Doom :)
RemedyBG might also be worth looking at. It is my go to debugger that I've used on Windows and it's made to look and feel like the debugger that comes with Visual Studio, except that it works way faster and you can hold the "Go to next line" key and see the watch window update in real time. Unfortunately you have to pay for it and it doesn't work on linux, but oh well.
yeah, windbg pretty amazing. loved writing debugger scripts to do repros and the state just right