<p>I have a huge web app that is having issues with memory leak in IE 6.</p>

<p>Fixing a memory leak in a 5 line code sample that demonstrates the problem is easy. </p>

<p>But if I have a very huge application, where should a start from?</p>

Check out
Drip
.  That usually takes the guesswork out of IE memory leaks.
If for some reason Drip doesn't find it, take a close look at any JavaScript code that works with events.  That is almost always the source of any significant memory leak in a browser.
Destroying a DOM element with handlers attached to it, without removing those handlers first, will prevent the memory associated with those handlers from being recovered.