Does anyone use Visual Studio to do WordPress development? If so, how do you do it?
No built-in support for VS, and I guess there won't be, but there are some options like the answer on this thread for Expressions. The other thing I've been looking at recently is WebMatrix - it looks promising in that it supports WordPress.
Programming for Wordpress is mainly coding css, php, html and js files. If you're asking about using Visual Studio for this scenario, I'm assuming you want a plugin that provides code hints for WordPress development API. Since I don't know anyone, I'm going to give you some other options.
Dreamweaver and CodeLobster come to mind as commercial applications. If you want something in the open source world, I recommend you a normal multi language IDE that supports PHP: the most important thing here is to use one that at least supports some kind of snippet functionality.
That goes from Netbeans to Aptana (which is based on Eclipse) to notepad++ with snippets functionality. The last one is an interesting solution since it's really lightweight but you will need to create your own snippets for Wordpress API functions and hooks.
I had Aptana installed in my machine in the past, but now I'm using gVim with snipmate plugin and some snippets of my own that I create when I realize I'm doing repetitive tasks.