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The one feature missing from NB that I use constantly in Visual Studio.Net is the Immediate Window. Being able to debug a program and classes using the immediate window is extremely powerful. Not because I can view/change values on the fly (which is currently possible in NB), but because I can get information about "live" classes such as their methods and properties just by typing "class." and selecting what I want using auto-complete (aka IntelliSense). Not sure what a particular method is going to do? Test it in the immediate window, then modify your code if necessary. This helps immensely when learning a new language and its associated framework and avoids having to re-run code over and over again until you get it working right. Learning Visual Basic.Net was a lot easier than learning Java due in part to this one feature.
Do you know about the expression evaluator in NetBeans? (Debug -> Evaluate Expression)? It seems to me like it does the same as this Immediate Window (though I haven't seen it in action since I don't have MS Visual Studio).
I took a quick look at Evaluate Expression and it does appear very similar, so that's good. I'll have to play around with it some more to know for sure. I also noticed that the menu says "Evaluate Expression" but the window that appears is titled "Evaluate Code". I'd say the window is more accurate and that the two should probably match. Looks like the Eclipse IDE also supports this feature: http://larsho.blogspot.com/2008/07/my-favorite-eclipse-view.html
As far as I am concerned, immediate window on VS.NET is a lot more powerful than "Evalute Code" window. Netbeans trully miss a comparison point on this...