Hi, my name is James Wang and I am a software design engineer in the Visual C++ Front End team.  One of my testing areas is C++ debugger expression evaluators.  That is the engine that evaluate the expressions you put in the debugger watch windows.
Currently, the Visual Studio 2005 ships two versions of the debugger expression evaluator, one for the native debugger and one for the managed debugger.  While we are trying to make the managed debugger expression evaluator to be in parity with the native version, there are still some subtle differences due to different type systems and relative new code bases.  In the coming releases, we will try to improve the managed debugger expression evaluator and to improve the managed code debugging experience. Let us know any feedback in this area.

Some Tips:

In the Program FilesMicrosoft Visual Studio 8Common7PackagesDebugger directory, there is a file called mcee_mc.dat file.  This file serves the same purpose as the autoexp.dat but for the managed debugger.  You can modify this file to control the appearance (or Visualization ) for complex types such as  BCL types, STL types or your own types in the watch window.  The syntax is basically the same as autoexp.dat.

James Wang
Visual C++ Compiler