How do I know if I lose IMalloc memory?

I'd like to just know if there is a well-established standard way to ensure that one's process doesn't leak COM based resources (such as IMalloc'd objects)?

Take the following code as an example:

HRESULT STDMETHODCALLTYPE CShellBrowserDialog::OnStateChange(__RPC__in_opt IShellView *ppshv, ULONG uChange)
{
    TRACE("ICommDlgBrowser::OnStateChange\n");

    if (uChange == CDBOSC_SELCHANGE)
    {
        CComPtr<IDataObject> data;

        if (ppshv->GetItemObject(SVGIO_SELECTION, IID_IDataObject, (void**)&data) == S_OK )
        {
            UINT cfFormat = RegisterClipboardFormat(CFSTR_SHELLIDLIST);

            FORMATETC fmtetc = { cfFormat, 0, DVASPECT_CONTENT, -1, TYMED_HGLOBAL };
            STGMEDIUM stgmed;

            if (data->GetData(&fmtetc, &stgmed) == S_OK)
            {
                TCHAR path[MAX_PATH];

                // check if this single selection (or multiple)
                CIDA * cida = (CIDA*)stgmed.hGlobal;
                if (cida->cidl == 1)
                {
                    const ITEMIDLIST * pidlDirectory = (const ITEMIDLIST *)(((LPBYTE)cida) + cida->aoffset[0]);
                    const ITEMIDLIST * pidlFile = (const ITEMIDLIST *)(((LPBYTE)cida) + cida->aoffset[1]);
                    ITEMIDLIST * pidl = Pidl_Concatenate(pidlDirectory, pidlFile);

                    // we now have the absolute pidl of the currently selected filesystem object
                    if (!SHGetPathFromIDList(pidl, path))
                        strcpy_s(path, _T("<this object has no path>"));

                    // free our absolute pidl
                    Pidl_Free(pidl);
                }
                else if (cida->cidl > 1)
                    strcpy_s(path, _T("{multiple selection}"));
                else
                    strcpy_s(path, _T("-"));

                // trace the current selection
                TRACE(_T("  Current Selection = %s\n"), path);

                // release the data
                ReleaseStgMedium(&stgmed);
            }
        }
    }

    return E_NOTIMPL;
}

So in the above code, I have at least three allocations that occur in code that I call, with only one of them being properly cleaned up automatically. The first is the acquisition of IDataObject pointer, which increments that object's reference count. CComPtr<> takes care of that issue for me.

But then there is IDataObject::GetData, which allocates an HGLOBAL for me. And a utility function Pidl_Concatenate which creates a PIDL for me (code left out, but you can imagine it does the obvious thing, via IMalloc::Alloc()). I have another utility Pidl_Free which releases that memory for me, but must be manually called [which makes the code in question full of exception safety issues (its utterly unsafe as its currently written -- I hate MS's coding mechanics - just asking for memory to fail to be released properly].

I will enhance this block of code to have a PIDL class of some sort, and probably a CIDA class as well, to ensure that they're properly deallocated even in the face of exceptions. But I would still like to know if there is a good utility or idiom for writing COM applications in C++ that can ensure that all IMallocs and AddRef/Dispose are called for that application's lifetime!

Implementing the IMallocSpy interface (see CoRegisterMallocSpy Function) may help get you some of the way.
Note that this is for debugging only, and be careful. There are cautionary tales on the web...