I didn't know I could do this until a few weeks ago: While still in Edit mode, you can right-click on a line of code and select Run to Cursor. Visual Studio will compile your application (if necessary ...
This isn't so much a tip as a clarification: I often find that people are confused about what happens when you press F5 vs. when you press Control_F5. Here's the best description I've found (and it's ...