I like the option to design workflows in Visio, load them and design them further in SharePoint Designer 2010 and then export that into a Visual Studio project (since only VS integrates with source control).
You can save a site as template - which gives you a WSP (say good bye to STP) file that has all the objects. Visual studio then can load that WSP and show you designers to edit the WSP.
When you debug a project using F5, only the project marked as startup gets deployed. The other projects in the solution do not get deployed unless you manually deploy them. And by "manually" I mean you right click them and select deploy (like with WSP builder!).
Visual studio - allows you to package, retract per project, has a special sharepoint browser that shows you the objects in a sharepoint site - much better integration.