"gdb", the standard Unix debugger, is the debugger for Mac OS X. Install the developer tools to get it. It's a command-line tool that you run from Terminal. You can give the path to the binary as the argument to "gdb" (not just the path to the app -- you need the .../Contents/MacOS/AppName part), or you can start gdb with no args and use the "attach" command with a process ID to attach to a running process.
The command line interface is as unintuitive as MacsBug and more intricate. On the plus side it doesn't take over the whole machine, which is nice, and it can do full source level debugging if the symbols and source are available. It has a "help" command but the output is so terse as to be useless for newbies. I would suggest looking in a bookstore for books on Unix debugging.
Oh, one more thing: If you need to debug your own app, Project Builder has its own GUI front end to gdb that's a lot friendlier to use. It contains a gdb console for entering the more obscure commands, but basic stuff like stepping and looking at the stack and variables can be done in the GUI.