Last week I had the opportunity to talk about debugging and WinDBG at Sogeti. We recorded the session as a Live Meeting and my colleague David Giard was kind enough post the video for me. I have a previous blog post linking to the tools I mentioned during the talk.
Matt Wrock just posted his cheat sheet for getting started w/WinDBG:
http://mattwrock.com/post/2009/09/24/Debugging-Maaged-Production-Applications.aspx