The biggest problems Microsoft has with their products and tools is that they hide intersting features. Under “hide” I understand here failure to communicate, advertise or evangelize the features to the public.
For example, did you know, that you can install any module of Vista in the command line. There is now a command line package manager, similar to those we know from Linux (aptget etc).
Did you know what Vista is a DVR with time shift function – and this is for free?
Did you know there is the HttpListener class (since WinXP SP2) allowing you to create your own simple web server without needing to install and configure IIS (can be handy if you develop an installable client side software and do not want to have users to install IIS for it).
And todays example is the Make Object ID menu in the Visual Studio debugger. You can mark any object with and ID during debugging, so if you have problems understanding if you have the identical object on several place of your code, or just copies, you need this feature badly (before, I had to use GetHashCode() for that).