I often find the need to rebuild a package with debug symbols (if no -dbg is available).

sudo apt-get build-dep <package>
apt-get source <package>
cd <package>
# eventually patch sources
DEB_BUILD_OPTIONS=nostrip dpkg-buildpackage -rfakeroot -uc -us
cd ..
dpkg -i <package>.deb

Et voilà :) Now i can gdb it or run sysprof. (It's also a very fast way to start hacking on a program)