Unfortunately cluttering your code with temporary variables in the only way in managed code (C# or VB). The CLR has no support for "managed return values" in the debugger and hence VS does not either.
In C++ this feature is a bit simpler. C++ can just grab the register or stack location of the last return value. It doesn't have to deal with issues like a JITer and garbage collection. Both of which greatly complicate a feature such as this.
If you'd like this feature I strongly encourage you to file a feature request or vote for an existing one on connect