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In issue 18843 a user noted that Misc/README.valgrind doesn't mention the --with-valgrind configure option. It probably should. But since I've never used valgrind, I'm not the guy to do it ;-)

Moreover, it should explain what that really does. One could think of several answers or even their combinations what this configure flag will really do:
a) python will run itself under valgrind, don't bother ever doing it yourself
b) you don't have to bother with uncommenting the lines in valgrind.supp
c) "make install" will install the valgrind.supp but you have to edit it on your own
d) you may use valgrind but don't use other tool replacing malloc(), like electric fence, DUMA, etc. You should be quite verbose how (in)compatible is this with other tools.
Or some combination of them?
valgrind docs say it won't work if a binary lacks debug symbols (wasn't compiled with -g). Initially I got mislead I though I have to convert my blah.py to blah.c using cython, compile that with "gcc -ggdb blah.c" and then I may run valgrind on the binary.
In the end, I don't understand why everybody has to remove the comment symbols from the valgrind-python.supp file at all. Why isn't that by default enabled?
I also suggest you mention right in the file other handy information because people quite likely get on this path while chasing memory corruption issues, maybe broken hardware:
1. Mention that python uses 256kB chunks by default.
2. Mention there exists --without-pymalloc as Tim explained me in http://bugs.python.org/issue18843#msg196492
3. Explain how to interpret those stacktraces one could get: http://bugs.python.org/issue18843#msg196481
Thank you!

Hi,
I have created a patch for this bug. 
The Misc/README.valgrind now mentions the --with-valgrind configure options.

Hi Sowmya. Currently we have the option to use --with-valgrind or
the old method --without-pymalloc. Both methods work.

I've combined the patch submitted by Sowmya and also added there clarifications from points 1, 2 mentioned by Martin Mokrejs.

Is the issue fixed?

Patch added in PR: https://github.com/python/cpython/pull/10591 

New changeset d5d33681c1cd1df7731eb0fb7c0f297bc2f114e6 by Łukasz Langa (Sanyam Khurana) in branch 'master':
bpo-18859: Document --with-valgrind option in README.valgrind (#10591)
https://github.com/python/cpython/commit/d5d33681c1cd1df7731eb0fb7c0f297bc2f114e6

Thanks! ✨ 🍰 ✨