Well, as Arvid pointed out in his comment about my first (very frustrating) experiences with refactorings in .NET IDEs (especially Visual Studio), there is a tool called ReSharper by JetBrains. This brings nearly most of the power of Intellij IDEA's refactoring methods to Visual Studio .NET. In fact, I can't really live without it anymore.
There is another tool which competes with ReSharper called CodeRush. It may be as powerful as ReSharper but I don't have the time to evaluate it. If you are interested in a comparison you should read this blog entry and this one.