If you're using the Express version of VS, I think it locks you out from using any extensions at all.
Are there any good free extensions similar to VAX? It looks good, but I don't want to buy anything just yet.
EDIT: Where do you find the options to customize it like that?
There are some good free ones (I do like MetaScroll too), but AFAIK you need a professional version of VS to use them
The colour settings should be somewhere like Tools->Options->Environment->Fonts and Colors
Also, there's two files with paths like below, which you can use the configure the IDE to more effectively work with user types in the debugger (autoexp) and to highlight custom words as keywords (usertype).
C:\Program Files (x86)\Microsoft Visual Studio 9.0\Common7\Packages\Debugger\autoexp.dat
C:\Program Files (x86)\Microsoft Visual Studio 9.0\Common7\IDE\usertype.dat
VS2012 actually uses visualisers instead and they are more powerfull and easier to write than what you do in autoexp.dat. There is a usertype.dat on the NVidia website that add most of the shader keywords to the file for you really handy when writing shaders in VS. Since VS2010 there is a MS plugin called Productivity Power Tools that does pretty much what metalscroll does and more and is more stable then metalscroll, that plugin used to crash VS2008 often for me. The only real thing I am missing is MTU ordering of my tabs in 2010 and 2012.
I use the IDE which is the best for my particular workflow, Xcode 3. If necessary for the application, I will edit files in Xcode 3 and compile them in another IDE like MSVC or Xcode 4.
I can't stand any environment that more-or-less restricts you to a single monolithic window for all of your needs. With Xcode 3 (version 4 is sadly mostly single-window), I can have 2 or more full-height (50 lines) windows of code visible at once, even on my 15" notebook display. Being able to see as much code as possible is important for visually-oriented people like me. Most of the other IDEs are suffocating because they devote more UI space to toolbars, debuggers, etc than the actual code view. I'd rather have a separate window for each part of the project: code windows, debugger, project info.
Personally, I also turn off all autocomplete or auto-anything because it drives me nuts. I prefer total control over what I'm typing, rather than having the IDE guess at what I'm trying to do.
You can use a split tab well in VS for this or even drag the tab out and it will create it's own window which you can put anywhere you want. I rely heavily on a dual monitor setup at work to be honest, one screen is code window the other is debugging windows and output windows.