believe it or not, cdb is actually a really good debugger once you learn it.  Only super useful with the MS compilers and gdb is better, but once you learn it a bit it actually does an unbelievable amount of stuff.  It turns out that the problems I've had with it (C++ template and STL debugging) exist everywhere.
I believe it is now integrated with the Windows 8 SDK or Visual Studio 2013.  I do not recall which, but I'm almost certain that debugging tools for windows has basically been merged at this point.
Unfortunately, mdbg, the command line debugger for .net, was killed and removed; consequently, debugging the CLR requires Visual Studio.  The Visual Studio debuggers exist in this weird place between UIA and MSAA and are known by Microsoft to be broken in terms of accessibility, so only jaws sees them.  There are enough other problems with the accessibility of VS that it's not worth it imho.  Technically, the latest versions of cdb have a little support for the CLR, but I think it's not even to the point of setting breakpoints.  I don't use the .net languages because Libaudioverse is C++, and I can build a pretty good case for C++ over them in a professional environment these days (sharing between five platforms).
Finally, here's an interesting tidbit.  Windows is the only platform I know of that offers a full debugger API.  It's a set of COM objects that, apparently, both VS and cdb/WinDbg use.  I.e. you can, in theory, make your own debugger.  This is a bigger project than it sounds because of lack of documentation, and not something I've explored.

I would not start with gdb to learn this.  Debuggers are actually hugely complex, GCC is known to be a platform that's hard to develop for, and gdb has had close to or over 20 years of continuous hacking and development.  Clang spun off them and shares no common code in part because of this, and GDB involves just about everything you could ever want to know about anything to do with your computer all at the same time.  Think hundreds of man-years of development and so complex that they have actually admitted that they have trouble finding developers who can fully understand the GCC stack at this point.  This is outside the experience level of everyone I know everywhere, including every professor I've ever met.  What Microsoft has done is exposed the API as a set of COM objects, and then called into it from elsewhere.  I.e. there is a debugger, and you just need to write an interface on it.
In actuality, the debuggers are usually made with the compiler.  I.e. Gdb only debugs GCC executables, with very limited support for other stuff.  The API Microsoft provides, therefore, only works fully on MS executables with the MS symbol format.  You can't port it in any short amount of time: leaving aside the fact that it's COM and Windows and that you don't have actual source code, you'd probably have to either completely rearrange GDB into some new and interesting format or write your own debugger that supports the GCC or Clang symbol formats.
My advice to everyone here is stay far away.  There are enough options that work already, and it'll just chew through your time like you wouldn't believe.  The only reason I'd do this ever is for pure fun, not because I'm expecting anything at all to come of it.

I imagine the Microsoft tools will remain free as long as they offer their DDK for free. That's also a very cheeky way to get MFC 4.2 without buying Visual Studio, if you don't mind breaking the rules.

I don't know the state of gdb on Win32, but it does appear some OSS projects are using it successfully for reporting crashes. I don't know whether this necessarily means gdb can read Microsoft check symbols output by MSVC though. Those, and remote debugging, are in my opinion the single best reasons to use Microsoft's debugger interface via cdb. Of course if you are using MinGW then gdb is probably going to be the correct choice to debug your own code.

In looking at pb code, I'm kind of startled. In python the Hello world script is:

print "hello world"

and that's all...
I use EdSharp as my text editor and I've configured my screen reader (NVDA) to read \t or 4 spaces as a "tab", so python script reads:
def function(argument):
tab"""This is a basic function with if statements"""
tab if argument == "hello":
tab tab print "Good bye"
tab elif argument == "bye":
tab tab print "Hello!"

function("argument=bye")

To get a gui you need to do some installing of pygame which then requires that you write several lines of code at the top of your main script file, but:

#The number sign means comment
#Bring the pygame package and scripts into our project:
import pygame
#Imports all the local variables from pygame, I'm not sure what they #all are, I've never used them except in this little gui creation.
from pygame.locals import *
#initializes the pygame engine
pygame.init()
#creates a screen or gui that is black for us to use.
screen = pygame.display.set_mode((640, 480))
#Sets the title of the window (I took this script from my keyboard #test script because I have it up...
pygame.display.set_caption('pygame keyboard test')
#You don't need this, but it makes the mouse invisible I think...
pygame.mouse.set_visible(0)

Then that is all for the wrest of the game. Just those 6 lines of code. And with python you have so many packages that help with things, like accessible_output, a package that provides screen reader support for almost every screen reader on mac, windows and linux, you will have libaudioverse which is a sound library written by camlorn, you have pyinstaller or py2exe which makes .exe files for python projects, you have all kinds of web server stuff, you can even write a website in python rather than using javascript (You just need to have the right package!).
Learn Python The Hard Waywill take you through the process of printing "hello world" to the screen to creating a web version of a game that you make.
Best part, it is free! (Well but for videos on learn python the hard way and libaudioverse), but you could use pyAl instead of libaudioverse and you could not watch the videos, like me... So for the most part it is free.

If you have a question about python you just google:
"How do I print hello world to the screen in python"
and tons of examples and answers to your question pop up.
Where as when I type the same question into google with pure basic rather than python, I got 1 that said what I wanted...
So why go for the less supported, less popular and less functional language when the more supported, more used, more functional language is just as easy (if not easier to use)?
I've even seen a whole OS written in python (unix based) and when you feel too restricted by python, you can jump over to C++ or C and write dll files that you can then use in your python program.
So why go pure basic?

Hi.
I've been messing with pure basic off and on for a while.
It seems like a pretty good language so far.
I do have a question about python though.
Is it true that pygame and all the others work with a certain version of python? I'd be interested in trying it, but That's the only thing stopping me. So far pb is doing to job for me, but I'm interested in other languages as well.

pygame supports all the way up to python 3.3 I believe.

So if one is wishing to learn a language, it would probably be a good idea to install 3.3. I didn't know that you could run 2.7 programs in 3.3.
I knew that 3.3 had a special 2.x interpreter that you could by running python -2 or something like that, but I don't remember trying to run my 2.x programs in 3.3.

Unless someone cites a source about this ability to run Python 2.x programs on Python 3.3, I'm going to have to say that this isn't true.  I am basically certain, but if there's something I don't know, etc.  The compatibility goes in the other direction; you can run some 3.x programs on 2.7.x via from __future__ import feature statements, i.e. from __future__ import division.  But not many, and it's only really a bridge to get from 2.7.x to 3.0 without having to do it all at once.
What you can do is use the "py" launcher and install both 2.x and 3.x, at least on windows; it defaults to 2.7, as I recall.  To get later, you use a special comment at the top of the file or a command line option.  The launcher comes with Python 3.x, but you still need to have 2.x installed somewhere.
Simple Python programs will in fact work on both, but critical methods on built-in data types were removed, i.e. iterkeys and itervalues.  The regular versions of these methods that used to return lists now return iterators.  There's a bunch of other changes involving unicode that are also not encountered by Python newcomers, and a bunch of other smaller stuff.  The problem is that it is not necessarily true that all the packages you want to use work on both, even if your programs do.  These features were changed in 3.0, not 3.4; moving the version later does, of course, introduce more changes from 2.x to cope with.
Most of the tutorials are 2.x, though the library situation is improving.  Pypy just added support for 3.3, and a lot of stuff is either already ported or unavailable but with alternatives (and some of them are now even built-in, like asyncio).
@GhorthalonTheDragon
You're saying that you are a bad programmer.  Have you tried other languages, especially those with garbage collection?  Constructors/destructors, exceptions, and a GC can get rid of at least half the most common programmer errors: forgetting to allocate, forgetting to free, and forgetting to check if said allocation/initialization succeeded (in the third case, you usually get an exception, catching it at the point of the problem and not 500 lines later in a different file).  I totally have to stand by my statement that Purebasic is C but prettier.  I don't necessarily feel that OO is the only paradyme or the best in all situations.  Classes, to me, are a handy way to get constructors and not have to remember to pass the first parameter to all the methods that touch the player.  Do I use OO? yes, but only when appropriate.

I'm trying to understand the mindset here.  Purebasic has every single characteristic of a language I'd consider nonproductive: lack of large community, lack of large numbers of libraries, lack of large quantities of external resources, and lack of features to encapsulate beyond the function and the struct.  The proceeding is barely an opinion, but the following is not.  In terms of a language, it provides not much more than C; before someone mentions built-in libraries, I can get all of the built-in stuff externally.  Yet, as soon as someone says C, everyone runs screaming.  I'm trying to figure out how two languages that are essentially the same can engender two polar opposite opinions-especially since the one everyone says positive things about is not free and the one everyone says negative things about has at least 1000 times as many users, tutorials, documentation sets, libraries, etc.  And then, as soon as I mention C++, in which you can program in exactly the same manner as Purebasic and still have built-in libraries for a lot of common algorithmic tasks, everyone reacts as though I've got two heads or something.
So shrug, I guess.

Hello world is not a great indicator of total code size. Excluding function calls, hello world in either would be 2 lines in c++ and more in pure basic.

If pure basic is lacking many features such as classes, I can imagine pure basic code getting rather larger than c++. Code size is dependent on the type of project though. If you are developing a small GUI application for pure basic, it will be shorter. For c++ a small console rpg may or may not be shorter, it depends on the libraries used and the style of coding. In the end it comes down to preference, however if you are aiming for a mainstream programming job for example pure basic may not meet industry standards. Recreationally pure basic could work, it comes down to personal preference.

Both C++ and pure basic are compiled languages, meaning they have to be compiled to run them (at least with the interpreters and software used.)

Regarding the pg_scripts, can't a key have more than one modifier? Also if it captures every key shouldn't that be a list? Or is keys2 a yield function?

@camlorn people arn't screaming at you for c++, but as I pointed out here people will use whatever programming language gets the job done for them, not always the one with 1000 users. I myself have tried c++ coding, and personally found I wasn't ready. And remember. Everyone has diffrent needs. If I want to write something like death match or snow race, pure basic is my language of choice. If I was coding some really large bit of software, pure basic would still be my choice because it has the tools to get the job done for me. I could cair less if their's a large community and how menny users. If the language don't get the job done, and I need to constantly refer back to a manual for functions, I aint using it. And your assumptions about pb seem to be quite rong. Their is a large community, and their are menny libraries for it at purearea.net. To everyone else. Creating a hello world program is easy, like this. MessageRequester("hello", "Hello world!")