Hi,
We cannot really speak for the competitors here, so I will only list the key features of VisualGDB that are relevant to embedded systems and are intended to make your development as comfortable as possible:
1. The MSP430 projects can be created easily by simply selecting your device type in the MSP430 wizard. All GCC flags, gdbproxy command line settings, etc. are configured automatically.
2. The MSP430 hardware registers can be easily viewed using the special Hardware Register Viewer window.
3. You can see the interaction between VisualGDB and GDB using the GDB Session window. This might be useful when diagnosing compatibility problems with third-party GDB stubs.
4. You can easily change various project settings via the VisualGDB Project Properties context menu command. The properties editor is easy to use and includes a quick search option:
5. VisualGDB automatically updates the makefiles instead of regenerating them. Thus you can always do your fine-tuning (e.g. change various GCC flags) or add new targets, while VisualGDB will keep your source file list in sync.
Update: click here to learn more about VisualGDB features