We have a lot of old COM code we interop with, and its ugly debugging the contents of a recordset from within .NET.... but now theres a much nicer way to do it in 2005 :)
All you need to do is load your ADO Recordset into a DataSet, and then use the new visualizer stuff in visual studion 2005 to have a proper look at the contents of that recordset...
Heres how to get the recordset into a DataSet:
DataSet ds = new DataSet();
System.Data.OleDb.OleDbDataAdapter adapter = new System.Data.OleDb.OleDbDataAdapter();
adapter.Fill(ds,rs,"ADODB.RecordSet");