Some things that are better in Eclipse: refactorings. Adding method parameters, changing their order, extracting methods, promoting or demoting classes, etc. At least when it comes to Java, Eclipse seems to have more options and a greater success rate than VS2008 with C#.

Debugging Java with Eclipse is about the same as debugging C# with VS in my experience, though it seems that VS's output console is slower than Eclipse's, and both are slower than a pure terminal.