I've had a few users ask me about finding memory leaks and understanding what happens with references in Silverlight. One very powerful tool to use when debugging Silverlight applications is the Windows Debugging Tools. You can download the 32-bit (x86) version side-by-side with the 64-bit (x64) version.
Both WPF and Silverlight ship with an extension DLL you can load called SOS. This extension contains many powerful commands.
I show how to dump the heap, walk object references, see which references are targetted for garbage collection and which ones still have root references, examine event handlers and delegates to trace back to the target methods, an unroll lists and arrays. It's sort of a "firehose" approach but with a real world example that I hope helps drive home how powerful it can be.
Watch the video by clicking here (30 minutes).