I have a .exe and many plug-in .dll modules that the .exe loads. (I have source for both.) A cross-platform (with source) solution would be ideal, but the platform can be narrowed to WinXP and Visual Studio (7.1/2003 in my case).
The built-in VS leak detector only gives the line where new/malloc was called from, but I have a wrapper for allocations, so a full symbolic stack trace would be best.
The detector would also be able to detect for a leak in both the .exe and its accompanying plug-in .dll modules.
I personally use Visual Leak Detector, though it can cause large delays when large blocks are leaked (it displays the contents of the entire leaked block).