I recently found the Eclipse Memory Analyzer project (or 'MAT'). This is a tool which combines most of the best features of IBM's HeapAnalyzer, features from SAP and JHat (for example, OQL) plus a bunch of other useful things into a single tool. It also indexes your heap dump and saves the indexes so that when you reopen the same dump later it loads very quickly.
MAT uses the notion of a 'Dominator' which I suspect comes from the SAP contributions - this is an object which if removed would free up a bunch of other objects. I think this is slightly different from the IBM HeapAnalyzer's notion of 'owner'. Having used the IBM tool, it takes a little bit of effort to get used to MAT's Dominator concept, but once you do this it makes perfect sense. So far I've found that I miss the freedom with which you can navigate up and down the owner/parent/child relationships in HeapAnalyzer - MAT makes you use a few more clicks to do this. On the whole though, it is a much better tool than its predecessors.
The thing I really like about MAT is its ability to do String frequency analysis (plus other useful stuff like finding sparsely populated collections) and to be able to focus this analysis onto children of a particular class or a particular part of the heap (or both!) - no need for separate analysis using 'strings' any more.
MAT is available either as an Eclipse plugin or a standalone tool. My own preference is for the standalone tool version - I have way too many plugins in my Eclipse workbench already and for heap analysis I prefer to have lean and mean tools so that memory is kept free for doing the real work.
MAT comes with excellent tutorials and also a blog containing good ideas about how to use it to track down those pesky memory leaks.
I think this will be my tool of choice from now on.
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