One thing that bites me from time to time is that project settings can easily vary between different configurations (e.g. Release vs. Debug). Make sure the option is set or the configuration you are building. And, of course, that the definition is spelled correctly ...
For projects with problems, take a look at the build log (BuildLog.htm - a link to it appears in the Build Output window) and make sure that
-D "_HAS_ITERATOR_DEBUGGING=0"
Option
displayed on the compiler command line (actually in the response file, which has command line parameters passed to the compiler).
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