Software activity tracing

[kc7gr]

Fellow techies,

There have been past posts discussing the use of software designed to track what other executables are doing when they run, as well as discussion of at least Windows-based software disassemblers (for peeking into the guts of executables).

My question to those who use such utilities: Do you have a 'favored' one? If so, how pricey and where might one look for it?

Thanks much.