I am a hacker and a tweaker. I like to make a computer (and software) work the way I do. Sometimes I install helper apps, sometimes I tweak settings. Visual Studio is an application I use every day at work, and as such I need it to be most efficient for me. I remap key combos, tweak colors, modify macros, install add-ons all in an effort to help me do my job quicker.
I read the article Pimp My IDE over at Coding Horror a while ago and made some changes to VS that I absolutely love.
Settings Changes:

Add-ons installed:
Macro's:
I have also made a new macro named CollapseAll and have it tied to the HotKey combo ctrl+alt+0. CollapseAll collapses all projects in the solution explorer.
Sub CollapseAll()
' Get the the Solution Explorer tree
Dim UIHSolutionExplorer As UIHierarchy
UIHSolutionExplorer = DTE.Windows.Item( _
Constants.vsext_wk_SProjectWindow).Object()' Check if there is any open solution
If (UIHSolutionExplorer.UIHierarchyItems.Count = 0) Then
' MsgBox("Nothing to collapse. You must have an open solution.")
Return
End If' Get the top node (the name of the solution)
Dim UIHSolutionRootNode As UIHierarchyItem
UIHSolutionRootNode = UIHSolutionExplorer.UIHierarchyItems.Item(1)' Collapse each project node
Dim UIHItem As UIHierarchyItem
For Each UIHItem In UIHSolutionRootNode.UIHierarchyItems
UIHItem.UIHierarchyItems.Expanded = False
Next' Select the solution node, or else when you click
' on the solution window
' scrollbar, it will synchronize the open document
' with the tree and pop
' out the corresponding node which is probably not what you want.UIHSolutionRootNode.Select(vsUISelectionType.vsUISelectionTypeSelect)
End Sub
I also use this Visual Studio macro that hides the turns off the navigation bar in c# files. Apparently this will speed up the editor.
Outside of the editor I also use CompareIt! by GrigSoft. This is my diff tool of choice. Nice colors, easy to use.
I also usually have a custom toolbar where I place all my often used commands. This got lost recently. Not sure how VS lost it. VS.net also has an annoying issue where you cannot export your custom settings. Microsoft has fixed this for VS 2005 (finally).
Addition:
It appears that Erik Lane has similar preferences to me.