Well true Sly didn't offer up much of a solution to the issue, But he did point out where some of the problem lies.

Is there a way to get a version that works on both Windows and Lazarus? Not nessissarily the latest one, but a dependable one. I mean how radically different are the different versions of GDB?

Is there a debugger that has common enough functionality in Windows, Linux and Mac OS X that it can be standardized to come with Lazarus being pre-setup on installation?