gdb: make use of std::string in utils.c

gdb: make use of std::string in utils.c

Replace some of the manual string management (malloc/free) with
std::string when creating commands in utils.c.

Things are a little bit messy as, creating the prefix commands (using
add_basic_prefix_cmd and add_show_prefix_cmd), doesn't copy the doc
string, while creating the actual set/show commands (using
add_setshow_enum_cmd) does copy the doc string.

As a result, I have retained the use of xstrprintf when creating the
prefix command doc strings, but switched to using std::string when
creating the actual set/show commands.

There should be no user visible changes after this commit.