EasyHook - The reinvention of Windows API Hooking
Deleaker - Deleaker finds memory leaks, GDI leaks, leaks of handles, USER objects and others. Available both as a Visual C++ extension and standalone application.
madCodeHook - "madCodeHook" offers everything you need to hook code (mostly APIs).
Relyze WonderLeak - WonderLeak is a native Windows allocation profiler, designed from the ground up to be blazingly fast and handle profiling large multi threaded applications with ease.
Microsoft Research Detours - Detours is a software package for re-routing Win32 APIs underneath applications.
GlowCode - C++ and other programming languages profiler