Short answer
Have you tried Microsoft Application Verifier ? It is very small, I would prefer a minimalistic, but surprisingly powerful tool.
Long answer
During my investigation of memory leak problems, I used Microsoft Windbg , Microsoft Application Verifier , and I carefully evaluated the Red Gate ANTS Performance Profiler (which I recommend buying, and I personally have seen recommended for purchase by various developers in many different teams), DotTrace and .NET Profiler .
There is some value for getting and learning how to use one or more of these tools, possibly then installed in a virtual development environment hosted on some virtual machine, united between the developers of the team.
If you value both of these tools, a big selling point for me will be the opportunity to explore memory dumps made with Windbg, since they are most easily accessible even from customers.
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