I've been writing code for Dynamics forever. Really. But just recently I was looking over someone else's project and saw a few things that he had done that were very cool, and wanted to share them.
Have VS deliver your .dll to the Dynamics directory automatically.
Open up the Project Properties, go to the Build tab, and enter a value in the Output path area. Point this to the GP 2010\Addins folder. This will save you the copy step.

Have the Debug button open up Dynamics GP
In the Debug tab, fill it in as you see below. This will open up Dynamics when you press 'Debug'. And more, if you set a stop in the code it will stop there automatically without having to 'attach to process'.
I'm in heaven.
For cutting and pasting:
"C:\Program Files (x86)\Microsoft Dynamics\GP2010\Dynamics.exe"
"C:\Program Files (x86)\Microsoft Dynamics\GP2010\Dynamics.set"
"C:\Program Files (x86)\Microsoft Dynamics\GP2010\"