If you're a developer using VS05 or VS08, chances are you're using a relatively new machine with an LCD. If you're using an old machine with a CRT then the Courier New TrueType font is about as good as it gets. BUT if you're lucky enough to have an LCD paired with Consolas then you have a FANTASTIC MATCH! IMHO that is. Like Outlook and Exchange, they were just born to be together!
Take a look at an example screens shot below. I have configured VS08 (on an LCD) to use Courier New font. If you see shadows, or it's a bit fuzzy, please do not adjust your set, it's not you, it's the font on LCDs! Yes! TrueType fonts just don't render themselves nicely on LCDs. That's why ClearType was invented, to take advantage of the individual elements in an LCD that make up one pixel. But I digress. If your VS environment looks a bit hazy or fuzzy to you, check out which font you're using. If you're using any TrueType font, that could be the source of your eye strains.

Now that you've decided to try something else, installing something like Microsoft's Consolas font created explicitly for developers using VS (should be default font in VS08) may not deliver everything you hoped for. "WHAT?" BUT BUT BUT.....hold on, give me a sec, it's kind of like a ten thousand dollar THX video/stereo system, you need to tweak it a bit before you can get the full experience.
Take a look at the following screen shot of VS08 that has been configured with Consolas but without any tweaks. Pretty horrible I must say. Nearly as hazy and fuzzy as the Courier New font, so what gives? As I mentioned before, it's not tweaked.

Once you install the Consolas font, setup VS to use it (Tools|Options|Environment then Fonts and Colors), you'll need to run the ClearType Tuner from Microsoft. Once you run that (you can change settings using the same link if you're not happy with your first choice), you SHOULD see an incredible change (like the screen shot below) which I hope you will agree is MUCH clearer and much easier on the eyes than any of the previous font selections.

So what's going on? Why is this happening? In short, ClearType fonts can take advantage of the way the LCD's display pixels. CRTS have one pixel and that's the smallest amount of detail the computer could get to, but in an LCD, the computer can access fractions of the pixel for better resolution and detail. Therefore, if you're going to be coding for long periods of time (aren't we all?) then I would suggest using a ClearType font. My choice is Consolas but it might not be yours. Drop me a comment if you have another font you love to use! I would love to read what other's are using.
PS There are some other advantages to using Consolas as well besides the ClearType thing. Unfortunately you can't see it above in the example screen shots, but the number 0 has a slash through it to help identify it more clearly. Other letters which sometimes get mixed up with numbers are also distinguishable, like L, lower case "l" and the number 1. These small additions help to ease eye strain when you're in the groove and coding for hours upon hours!