There are several tools that can aid in the debugging of your OpenGL program.
Home page: https://www.opengl.org/sdk/tools/BuGLe/
Description: BuGLe is a free (as in freedom) software released under the GPLv2. It is a toolkit for debugging and profiling OpenGL applications running on UNIX-like systems. It consists of two parts: a collection of filter-sets that observe and sometimes modify calls to the OpenGL API, and a graphical debugger (gldb-gui) that helps in setting breakpoints, capturing errors, and examining state (including shader code, buffers and a visual feedback of the textures, the color buffers and depth buffer).
Note: It was officially announced on November 23 2014 that BuGLe is no longer being developed. 
Description: gDebugger is a commercial application that hooks to your application and displays info in text and graphical form in its own window. It can also show GPU utilization. You can use it to find out where the bottleneck is in your app. There are Windows and Linux versions.
It also supports GL_GREMEDY_string_marker http://www.opengl.org/registry/specs/GREMEDY/string_marker.txt
GL_GREMEDY_string_marker is for leaving markers in your source code, so that it becomes easier for you to locate where the problem is.
This is a feature rich app so check out their web page for details.
Description: APITrace is another free (as in freedom) software. It is a toolkit for debugging and profiling OpenGL and DirectX applications running on Linux or Windows. You first run your program to generate a "trace file", and this file can then be replayed or explored using the tools provided.
Download from http://code.google.com/p/glintercept/
Description: GLIntercept is a free open sourced program intended for Windows platforms. After installing, a folder (
C:\Program Files\GLIntercept*_* where the asterisks are the version numbers) will have been created. This folder holds several sample configuration files of interest which can be used to configure GLIntercept:
gliConfig_ExtOverride.ini, etc. In addition, this folder holds a version of the
OpenGL32.dll file which acts an intermediary between your system's OpenGL implementation and GLIntercept. To utilize this functionality, copy the DLL and a customized copy of the
gliConfig.ini file to your application's target folder (usually where the .EXE resides) and run your application. All invoked OpenGL function calls will route through the DLL, allowing GLIntercept to detect:
- Function calls before context creation
- Resource leaks
Once you close your app, GLI dumps the above info into gliLog.txt.
You may configure GLI to output a XML log file (upon pressing [Ctrl]+[Shift]+[f]) showing all of the OpenGL functions called, problems and used shaders and textures. GLI will make a folder where your EXE is and places the XML files and all related files like screen captures and textures.
In gliConfig.ini, check out section "LogPerFrame".
Cons: The program is intended for applications that have a single GL context. Windows Only. It is compatible with OpenGL 3.x and above, but it will not provide the best form of logging for some of the more recent APIs and extensions.
Description: glslDevil is similar in concept to gDebugger, it works transparently just like gDebugger, it is free. It can debug the shaders line by line.
Linux and Windows.
The source code has been opened in 2013 and actively developing Open Source fork is now available: http://glsl-debugger.github.io/
Under Mac OS X, Apple provides two very handy tools for debugging OpenGL applications as part of XCode: "OpenGL Driver Monitor" and "OpenGL Profiler".
Vogl is a free (as in freedom) software released under the MIT License by RAD Game Tools and Valve Software. It is an OpenGL capture / playback debugger running on Linux and Windows. There is also a Mac OS port which is not yet functional (as of Jan 10 2015). 
This OpenGL extension implemened in some drivers allows the GL to notify applications when various events occur that may be useful during application development and debugging. See http://www.opengl.org/registry/specs/ARB/debug_output.txt Most drivers expose this extension only on debug contexts: context should be created with CONTEXT_DEBUG_BIT set, see WGL_ARB_create_context or GLX_ARB_create_context.