One thing about the Visual Studio interface has often bothered me: There is not a very good way to bookmark code - by that I mean the "bookmark" feature does not work very well. Although I am able to set and clear bookmarks using the bookmarks toolbar in code, it does not highlight code in editor like Breakpoints do. For that reason, I usually use breakpoints when working my way through code, and I wonder how many developers do the same.
The VS Options Interface gives you the option to change the Fonts/Colors of the bookmarks by changing the background color of the custom text. However in order to get this to work you have to remove disable the Indicator margin as explained in How to change a bookmark color?. Although this is better this results in not being able to add and remove break points as easily.
By default (at least as my keyboard is setup) to set a breakpoint in this mode you have to use a function key (F9). Setting and clearing bookmarks using the control keys seem a little awkward as well. A bookmark is toggled by selecting ctrl-K, but you have to select it twice. Scrolling between Bookmarks is done by selecting Ctrl-K, Ctrl-P and Ctrl-K, Ctrl-N.
In the big scheme of thing this is minor, but this is one of those items I wish was implemented better.