Visual studio 2005 has a lot of project templates when you choose to create a new project. I used mostly library project, windows form project, web project.
The one I used today is visual studio database project. I worked on a state government project which uses a lot of tables, stored procedures.
The database project will allow me to organize all my queries, scripts, stored procedures into one project. It's very neat. Before I started to use that project, I cannot organize all my database scripts very well. I normally keep all my scripts in one file, and copy one or another to the sql query analyzer. Then I get confused when I have a lot of scripts.