Fix two possible crashes related to the debugger.

- `CPU_POWERDOWN` should be the default initial state of the CPU upon starting the emulator, not `CPU_STEPPING`, since it implies the CPU is running but is (obviously) stepping. This also prevents crashes in regards to using stepping debugging tools, since the main condition these debugging features check against is `CCPU::IsStepping()`, which will return true, even without the emulator running, since it is the default state.

- When setting memory values with `SetMemoryValue`, there were no sanitizing checks for a valid state, it would just directly call `Memory::Write_U32`. Now it checks if memory has been properly initialized first.
Actually, I'll leave it like this since it's consistent with all other error dialogs in the source file. At some point I'll trim the usage of PanicAlertT for use in only 'panic'-worthy situations.