Nice work, I have already found some really interesting things in my code.
However I see what seems to be quite a lot of false positive too.
For example I have an Unitialized memory access reported with the read in a function call before the Allocation site (from what Parallel Inspector seems to suggest).
The allocation is also for a buffer that has nothing to do with the read event.
My guess is that it should be checked against an earlier allocation and that the heavy memory usage just landed the same pointer and caused some confusion.
Anyway, I wonder if it might not be better to have the time stamp for each event that way a mismatch like that can easily be detected.
In addition it seems to report a lot of Error: Invalid deallocation when using realloc! (Having more info in that case might help)
I did some runs with Threading checks too and it worked nicely but again there was some really strange data race reported with the initialization of the data before the start of the read thread for example causing some issues.
I won't unfortunately be able to produce some code since that is part of a large propriatory library.
Obviously all the code used above works fine, passes our tests and while there might be small issues nothing has been reported in the field so far. (so far :)
Anyway as a feedback comment I would say that the tools are great and easy to use.
While I regret the fact that I cannot dig into the assembly code while viewing the hotspots I can always do that with VTune.
I also had a few crashes and it even fail to send the feedback :) but I am quite satisfied with the stability of the product so far.
(VS2005, XP64, 8GB Ram, Intel Compiler, VTune + Parallel Studio )