See here http://www.hanselman.com/blog/InSearchOfThePerfectMonospacedProgrammersFontInconsolata.aspx - for want of a better description - the statement block highlighting - eg in the pics on the link the "statement blocks" are grouped with a vertical line. I understand this is a feature of CodeRush - does R# have either anything similar, or a plugin to do the same?
R# has a feature called Highlight current line, which you have to enable in the ReSharper options. This looks like crap on dark background, high contrast themes, so if you use one I'd suggest going into the Visual Studio options, under Fonts & Colors and going to "ReSharper - current Line" and making the background color a darker shade that doesn't have as much contrast with the background.
R# also has matching brace highlighting, which is color-configurable as well under the same VS option dialog.
Does that answer you question?
I use the latest version of ReSharper that is currently available — ReSharper 4.5 — but unfortunately I don't believe there is any feature for drawing a vertical line between matching braces, as in the screen-shots you referenced.
The feature I find useful, which Ben mentioned, is the matching brace highlighting, however this only takes effect when your cursor is adjacent to an opening or closing brace.
Notepad ++ has a nice brace matching feature, with vertical lines matching the braces. It's not VS, so I only use it when I am faced with some confusing JS, cut and paste, figure out the braces and go back to VS. It would be GREAT if this sort of feature existed in VS, or R#.