+1  A: 

Mostly the easier to use GUI -- it has many more debugging features than VS.

BTW, I highly recommend Advanced Windows Debugging to learn about it and other advanced debugging tools and techniques.

Lou Franco
+1  A: 

Maybe Find-In-Files search.
But I really miss editing and the "compile" button :)

Tal
+2  A: 

A polished UI is a feature. Windbg somewhat lacks this feature. But that only matters when UI "bugs" slow me down, and that's not really very often.

JeffJ