Thanks that will be useful but I should add that Visual Micro doesn't have any rethinking to do. We just hook up what is there. Non of the microcontroller debugging is as perfect as windows debugging that is for sure.

The choice of debugger can vary the gdb experience a lot. Each has it's own strenghts. The only strenght of the gdbStub compared to real avr hardware debug is the fact that you don't need to buy a hardware debugger.

The difference in gsb also vararies dramatically for each type of micro controller. Furthermore, many micro controllers support a variety of different hardware debuggers and each hardware debugger has different strenghts and quirks.

All we can do with the current state of the market is to make everything work as much as it is capable of.

The serial debugging might seem weak from point of view of stepping or live variable watch but it support lots of trace points and because it uses standard arduino serial it is more robust and faster.

Sorry there isn't a perfect world but if you find one it would be good to hear about it. An Atmel ICE debugger might give you better results on the mega2560, it will use the ICSP port on the board instead of the serial and doesn't kill the processor in the same was as gdbstub.