Visual Studio .Net (huge), C# vs Java (C# has WAY more features), SQL Server integration (if you are using it), IIS is pretty much painless to configure and works really well with .Net, LINQ which is a pretty good ORM.
Funny, I'm currently in a mode of development where I switch daily between Eclipse/Java and Visual Studio / C#, and as far as I'm concerned Eclipse is the best thing Java has going for it. The refactoring and code navigation are miles ahead of what seems to come with Visual Studio. I find myself renaming methods and classes almost indulgently - just to see if I feel better about the name a different way. Having errors instantly highlighted across the whole build tree every time I save is awesome as well. Visual Studio seems quite primitive by comparison in a lot of respects.
My frustrations with Java are much more about the language and how it hasn't really progressed at all in 5 years.
NB: I am using Visual Studio 2008, perhaps 2010 advanced a lot.
It hasn't changed much. some syntactic sugar and influence from functional languages has helped C# but the IDE is not as good as eclipse IMO. You can however add a lot of the refactorings and features from eclipse by using jetbrains ReSharper. (I believe they also make a Java IDE too).
Visual Studio .Net (huge), C# vs Java (C# has WAY more features), SQL Server integration (if you are using it), IIS is pretty much painless to configure and works really well with .Net, LINQ which is a pretty good ORM.