Prior versions of Visual Studio didn't have very many customization (i.e. preferences) options. In that regard I've always thought Eclipse presented a wealth of options for tweaking preferences and customizing your setup.
But a cursory look at Visual Studio 2008 reveals that the MS IDE now sports a competing array of customization & preferences options. I suspect that VS 2010 is no worse in this regard.
One advantage of Visual Studio is that depending on the version/edition (Express, Professional, Team System, etc.) you have installed, in addition to the VS IDE and the compiler tools you'll get a plethora of supporting development, debugging, and platform tools. I am currently using VS 2008 Professional edition, and it has an extensive array of supporting tools installed on my system.