What's the best way to hunt for memory leaks in OF?

I’m currently looking at using #define _CRTDBG_MAP_ALLOC. I have tested in simple applications and found it pretty useful, but I’m having some trouble setting it up to work with OF.

Mainly, in what files I should place the Macro and related header files? And where is the exit point of a typical OF app?

Ofcourse any other suggestions to hunt for leaks are appreciated.

I use the mac app Instruments, which gets installed along with xcode and the other developer tools.