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vs debugger and windbg shares the same debugging engine but are geared towards different scenarios.

VS Only: rich extensions for languages. GUI debugging(wpf visualization etc.)

Windbg: kernel debugging (drivers etc). Scripting. Better command line interface. Fully expose sos. Dump corrupted heap objects. Better support for C++

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The kernel debugger, ntsd and windbg share a debugging engine, and visual studio is a different one.

At higher levels, VS is a much nicer experience. If you ever need to get down to lower levels, especially windows libraries and services, the power of the ntsd/windbg engine and its extensions make it much more useful. Knowing it also helps when you eventually need to use KD.

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