This was introduced in VS2005. It is a great feature, which demonstrates the extensibility of the IDE features. You can create your own Debug Visualizers as well.
I found something quite useful for Regex. Below is a link to the Regex Debug Visualizers. Just follow the instruction and you can get it up and running in no time.
1acd0a9b-8a90-4b2a-b5e4-db09123d1c30|1|5.0
Visual Studio