This is one of those things that I knew customers would be excited about, but I had to keep quiet. Sometimes that's tough to do with a feature that you know so many people are waiting for. Well, we announced today that C# now includes the same edit-and-continue support that's found in VB.NET. This feature was driven by feedback provided through the MSDN Product Feedback Center. It's the #2 request. I'm glad that we're prioritizing our changes based on direct customer feedback. The best news is that you'll be able to test-drive this feature in the next Community Technology Preview which is scheduled to become available sometime next week.
Update: 3 Leaf Solutions has published a MSDN article titled Using the Edit and Continue Feature in C# 2.0.