I have been reading Dustin Campbell's series, The 12 Days of Refactor! X-mas, with interest. He's a very good writer, and has broken down a bunch of Developer Express features into easy to digest chunks of information.
The episode I linked to above touched on the XML Literal support that shipped with VB in Visual Studio 2008. The one sentence summary of this technology is that it lets the VB compiler translate raw XML in the source code into strongly-typed code using XML classes under the hood. It's a very nice idea, and I encourage you to look at the links to learn a little more about it.
While the VB team thought this was a good idea and added the feature, Anders and the C# team believed that it was superfluous to add such a thing to the C# side. I haven't really made up my mind which group I side with yet. However, Anders is benevolent , so he gave us the little-documented PasteXmlAsLinq addin that will take XML on the clipboard and paste it into a file in C# syntax building the XML up using classes like XElement.
In a default install of VS2008, open C:\Program Files\Microsoft Visual Studio 9.0\Samples\1033\CSharpSamples.zip and extract the LinqSamples\PasteXmlAsLinq files. There is a Readme.html file in there that tells you how to build, install and use the addin.
While this isn't the same as VB's support for XML Literals, it does make things easier to work with.
Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.