There are several tools that can aid in the debugging of your OpenGL program.
Debug Output is an OpenGL feature that makes error checking OpenGL applications easier. It is a core feature of GL 4.3 (described specifically in KHR_debug). It and ancestor GL extensions (ARB_debug_output, EXT_debug_label, and EXT_debug_marker) are also available for older OpenGL versions.
In a nutshell, it allows your application to be notified via a callback function when "interesting events" occur. For instance, this allows the GL driver to notify you when a GL error has occurred, when it has noticed a slow path being used in their driver, when it can offer a performance tip for improving your application's performance, or when some important state change has occurred in the driver that you might want to know about. You're also able to annotate GL objects with human-readable names and insert your own debugging messages into the event stream.
KHR_debug (part of core OpenGL 4.3) provides a convenient way to
glEnable() this debug output support from within a normal GL context. However, ancestor GL debug output extensions (see above) require you to create a GL debug context.
For more details, see: Debug Output.
Description: RenderDoc is a stand-alone graphics debugging tool, released under the MIT License, that supports OpenGL 3.2+ (Core Profile only) development on Windows and Linux. Besides OpenGL, RenderDoc can also be used to debug Vulkan and several other graphics APIs. Online documentation is available at https://renderdoc.org/docs/index.html.
Description: BuGLe is a free (as in freedom) software released under the GPLv2. It is a toolkit for debugging and profiling OpenGL applications running on UNIX-like systems. It consists of two parts: a collection of filter-sets that observe and sometimes modify calls to the OpenGL API, and a graphical debugger (gldb-gui) that helps in setting breakpoints, capturing errors, and examining state (including shader code, buffers and a visual feedback of the textures, the color buffers and depth buffer).
Note: It was officially announced on November 23 2014 that BuGLe is no longer being developed. 
gDebugger was a commercial application that hooked into your application and displayed info in text and graphical form in its own window. It could also show GPU utilization. You could use it to find out where the bottleneck is in your app. There were Windows and Linux versions.
It also supported GL_GREMEDY_string_marker for leaving natural language description markers in your source code, which made it easier for you to locate where in your application that GL call sequences were being executed.
Description: APITrace is another free (as in freedom) software. It is a toolkit for debugging and profiling OpenGL and DirectX applications running on Linux or Windows. You first run your program to generate a "trace file", and this file can then be replayed or explored using the tools provided.
GLIntercept is a free open sourced program intended for Windows platforms. After installing, a folder (C:\Program Files\GLIntercept*_* where the asterisks are the version numbers) will have been created. This folder holds several sample configuration files of interest which can be used to configure GLIntercept: gliConfig.ini, gliConfig_AuthorStd.ini, gliConfig_ExtOverride.ini, etc. In addition, this folder holds a version of the
OpenGL32.dll file which acts an intermediary between your system's OpenGL implementation and GLIntercept. To utilize this functionality, copy the DLL and a customized copy of the gliConfig.ini file to your application's target folder (usually where the .EXE resides) and run your application. All invoked OpenGL function calls will route through the DLL, allowing GLIntercept to detect:
- Function calls before context creation
- Resource leaks
Once you close your app, GLI dumps the above info into gliLog.txt.
You may configure GLI to output a XML log file (upon pressing [Ctrl]+[Shift]+[f]) showing all of the OpenGL functions called, problems and used shaders and textures. GLI will make a folder where your EXE is and places the XML files and all related files like screen captures and textures.
In gliConfig.ini, check out section "LogPerFrame".
Cons: The program is intended for applications that have a single GL context. Windows Only. It is compatible with OpenGL 3.x and above, but it will not provide the best form of logging for some of the more recent APIs and extensions.
Description: GLSL-Debugger is similar in concept to gDebugger. It works transparently just like gDebugger, and it can debug the shaders line by line. It is also free.
Linux and Windows.
The source code has been opened in 2013 and actively developing Open Source fork is now available: http://glsl-debugger.github.io/. This is a fork of the original glslDevil project.
Description: Vogl is a free (as in freedom) software released under the MIT License by RAD Game Tools and Valve Software. It is an OpenGL capture / playback debugger running on Linux, Windows, and Mac OSX.
AMD GPU PerfStudio
Description: Supports Windows and Linux, can be used to analyze frames, see textures, buffers, shaders, etc. Also works on non-AMD hardware.
Description: The Visual Studio Edition that allows visual debugging and profiling of OpenGL / CUDA / D3D (and more) programs on Windows.
NSight Eclipse Edition provides similar support for Linux and Mac OS.