In MSVC you can set all of your project's configurations in the Project Settings dialog.
1.Select the All Configurations option in the Settings For combobox.
2.On the C/C++ tab, select Program Database in the Debug info combobox.
3.On the Link tab, with the Category combobox on Debug, check the Debug info checkbox and the Microsoft format.
If you use your own make file use /Zi switch with CL.EXE and use the use the /DEBUG and /PDB:
That's all there is, now you can set breakpoints and watch variables as usual. Be aware that due to the optimizer not all symbols can be watch and the execution of the line may be in a different order!
A common error that affects only the release version of a program is when you use ASSERT instead of VERIFY. Remember ASSERTs will compile to nothing in a release version but VERIFY does. So if you call a function like ASSERT(DoSomething()) this function will not be called in the release version!
A release version of a program can behave different than the debug version due to optimzier settings. If you find a strange/buggy behavoir disable every optimazion and try again.