I've been using Mercurial with VS 2008 for a while now and have found that a combination of TortoiseHg and an open command prompt solves most issues. Prior to Mercurial, we used Microsoft Visual Source Safe (VSS) with Visual Studio integration. Even with the plugin, you still had to go into VSS to create projects and do some project management stuff, so you still had to know how to use the source control tools outside of the IDE. After the change, I even toyed with the idea of writing a Mercurial plugin for VS 2008 myself. Before I could do that, I had to familiarize myself with Mercurial. While doing that, I found that it took a little while to get used to doing source control outside of the IDE, but I now prefer the command line and TortoiseHg tools to the VSS IDE plugin.
However, there do seem to be a couple plugins for Visual Studio available for Mercurial:
- VisualHG
- hgscc
I haven't tested them, so I can't give you an opinion on their usefulness.
Having never looked at the Eclipse plugin for Mercurial, I can't say if it is better than the command line method I use.