I installed gdb via homebrew and I spent a few hours trying to figure out how to sign it.
I did eventually succeed, but I found it to be practically useless with Lazarus. It complained about "stabs" even though I set up the options according to the instructions. Plus it would crash even trying to debug a basic "Hello World" program.
Instead, I downloaded the command line tools for Xcode 4.4 and figured out how to find gdb within the pkg. The actual package is in a hidden folder called "Packages" on the disk image, which I accessed via the command line. Then I used the "Go To Folder..." menu option in Finder to go to "/Volumes/Command Line Tools/Packages" to find the "DeveloperToolsCLI.pkg" and copied it to my home directory. Then I used Unpkg to expand the folder. There's a gdb script in the usr/bin folder, but what I wanted was the usr/libexec/gdb/gdb-i386-apple-darwin. I copied that to /usr/libexec/gdb/gdb-i386-apple-darwin. Then I linked /usr/local/bin/gdb to /usr/libexec/gdb/gdb-i386-apple-darwin.
Although I haven't tried any complex debugging tasks, it seems to work. gdb is version 6.3.50-20050815.