Visual Studio 2005 provides a very decent IDE to work with (if you overlook the crashing and disappearing into black holes). There hasn't been much focus on the native C++ side of the IDE for a while, which means it does lack some useful features.
One of those tools available for free on the internet is CodeWiz2 providing a number of very quick and simple additions to the IDE which makes coding a bit easier. Friend File lets you switch between header and implementation and Friend Member lets you switch between declaration and definition for a single function. I did have a script that did it, but this works much better (and will at least work on Vista as well since the Macro Explorer was broken last time I tried).
It is also scriptable in a manner of speaking meaning you can get common code structures or comments at the tap of a button. Oh yeah, did I mention it is free?
Another free tool available for Visual C++ is Refactor! which you will be surprised to hear offers refactoring for C++. Only the simplest functionality is available in the free version but it is quite interesting. I tend to refactor by hand myself, but one useful side-effect of this plug-in is when it highlights all instances of a variable which helps make the code a bit easier to navigate (and should really be a basic feature of the IDE).