Living with 
mricon I get exposed to the way the other half lives. One thing I've noticed is that the RPM tools automatically build extra -debuginfo packages that contain the debugging symbols for the binaries in the package, which gdb can use. I thought too myself "That's cool, why doesn't Debian do that?" Of course, after some research it's actually very easy to accomplish the same thing in a DEB.
First step is just to add a dbg package to your debian/control file like so:
Package: giblib1-dbg
Architecture: any
Section: libdevel
Priority: extra
Depends: giblib1 (= ${Source-Version})
Description: debugging symbols for giblib1
giblib is a library of handy stuff. Contains an imlib2 wrapper to avoid the
context stuff, doubly-linked lists and font styles.
.
This package contains the debugging symbols for giblib1.
Then change your call to dh_strip in your debian/rules files so it looks like this:
dh_strip --dbg-package=giblib1-dbg
If you use cdbs then just add the line:
DEB_DH_STRIP_ARGS := --dbg-package=giblib1-dbg
These cause dh_strip to place the debugging symbols under /usr/lib/debug in the named package. Make sure you have debhelper compatibility level set to 5, as the semantics for the --dbg-package switch in 4 and earlier were different and weird.
So add a -dbg package to your library or binary today!