Can I suggest a more "hardcore" approach?
WinDbg's !heap command can reveal a lot of important information about the native heap.
start by doing the following steps:
A. launch GFlags, go to the Image File tab, type your process's name and press tab.
B. press the "Enable page heap" and "Create User mode stack trace database" and press OK.
C. start your process.
Doing the above steps will tell windows to collect memory allocation information about your process. we will use this information later.
IMPORTANT : collecting this information will make your application use more memory and probably to be slower. windows will continue collecting this information every time you'll run your process until you;ll tell it otherwise by launching GFlags and remove your selections.
attach WinDbg to your application and set the correct symbols. beside your own symbols, you'll need Microsoft's symbols. use the .symfix command and then use .reload /f to make WinDbg download the correct symbols from microsoft's symbol server (it can take several minutes).
After all the symbols are set perform the following steps:
A. !heap -stat - to see a usage summery of all your process's heaps
B. choose one heap to examine. the one with the highest committed bytes will be a good candidate if you are looking for big objects.
C. !heap -stat -h "heap handle" - to see the allocation statistics for the heap. in the output you will find how many blocks are allocated for each allocation size.
D. pick one of the higher allocation sizes and use !heap -flt s "size" to dump all the heap entries of the same size.
E. !heap -p -a "UserPtr" will print the allocation stack (along with other information). this information will not be available if you won't set the "Enable page heap" using GFlags.
That's it, use the information from the call stack and look at your source code to identify those big objects.
B.T.W
If you don't have the Debugging Tools for Windows package installed already, you can download it from here.
Maybe this approach is not as simple as you expected but it works :)
Have fun.