Visual Studio 2005: FTP Functionality
One of my biggest pet peeves about Visual Studio 2003 (as an ASP.NET developer) is the lack of FTP support. To compile and upload a solution, you have to go through no less than 8 separate steps: Save, Build, Copy Project, Confirm Overwrite, Open External FTP Client, Connect to Website, Copy Files and Confirm File Overwrite. Rinse and repeat. Sure, it's possible to copy files over to a remote server using FrontPage Extensions...but no one I know likes using it.
Visual Studio 2005 has added a new Publish option which can be accessed by clicking: Build > Publish:

You can then specify what server you want to access, remote directory, username, password and a few other options.

There are still a few kinks to be worked out of the client. For example, there is no ability to stop the transfer after you click OK. Your IDE will freeze up and you have to wait until the connection times out! Other than that, the integrated FTP client is a nice enhancement.