No GDB in the new Command Line Tools (OS X Mountain Lion) for Xcode - September 2013?
Apple switched to clang/lldb some times ago.

You can still install gdb from brew with brew install gdb as suggested. You'll probably want to install gcc with it (you'll have to specify the exact version of gcc you want, eg. brew install gcc47).

Some privileges are needed for gdb to work and you'll need to code sign the binary. See instructions given by brew.