One of the most underappreciated features of Visual Studio .NET 2003 is the Command Window. Did you know there are a bunch of command alias shortcuts available for use in the command window? I use '?' all the time, but I didn't know about the others. And then there's the subtle distinction between immediate mode and command mode: enter >cmd and immed to switch between the two.
As I mentioned above, I frequently use ?(value) to dump out the contents of structures in the Command Window. This works, but it's kinda ghetto. A more sophisticated way to view data structures in real time will appear in Whidbey; custom data visualizers, which automatically display structures in an easier to understand visual format. And naturally you can extend the visualizers with custom viewers for whatever crazy data structure you're creating, too-- even the humble hashtable.
You don't have to wait for Whidbey, though. There are a handful of less integrated, but still useful, ad-hoc visualizers available for VS.NET 2003. For example, this DataSet visualizer, and Daniel Cazzulino offers this cool visualization hack using VSTweak.