I'm a very big fan of the Visual Studio IDE (I think it's the best around, for any platform). However, Microsoft has historically put less of a emphasis on the C++ portion and the past couple of versions have had only minor bullet points on the C++ side.
I think they've wizened up a bit and the next Visual C++, 2010, has some notable improvements in store (C++0x support, for one). They've also put a lot of work into completely reworking their C++ IntelliSense engine. There's not much for me to say, really, as they have a great blog. I'll just highlight some of the articles I found the most interesting, which coincidentally all focus on IntelliSense: