After learning how to use Cocoa classes, I started to write "mcinsight" (mem cache insight). The idea is to run this stand alone mac application on your dev system instead of a real memcached server. When you launch it, it opens a socket server on port 11211 (default memcached port) and does everything a real memcached does but with a GUI on top.

You can see every key, click on it and see it's value, it's size, etc.
You can sort by keyname, expiring time, etc.

Sorry, no windows or linux version. Have to upgrade to mac.