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.
I have to use both Eclipse and VS2k3/VS2k8/VS2k10 on a daily basis. Sure, eclipse has better refactorings. I would also argue that it's References/Declarations search features are better than the VS equivelents.
But that is the only two features where VS gets eclipsed. VS is an all-round better tool than Eclipse for everything else I need to do. Sure perhaps I can make Eclipse better by searching out some plugin written by some 3rd party, because the 3rd party support/community is better for Eclipse than VS. But from a daily use POV, atleast IMO, VS is simply leaps and bounds beyond Eclipse. VS also cost me $1000, Eclipse didn't cost me anything. So perhaps my view is skewed simply because I'm deluding myself because of my financial outlay, but I'd like to think not.
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.