If u really have to allocate stuff in constructor, the best way is to build your own class which acts like the one you want to allocate. Make it(the new class) deallocate the stuff allocated by itself in destructor. You can even add copy constructors, = operator etc (don't forget to use deep copy when implementing "=") . You will end with your own memory manager, little preformance loss, but it will prevent memory leaks. If you want example - let me know.
Jack.