Good news, everyone! It is actually very easy to get xUnit completely integrated with Visual Studio. You only need to install two plugins...
VS2010 - xUnit Test Runner Extension
This will support running tests with a Visual Studio test project.
This includes all of the VS features, such as code coverage!
ReSharper - xUnit Contrib Plugin
This will allow ReSharper to detect and run xUnit tests.
Team Build (TFS) Integration
Integrating with xUnit your Team Foundation Server is a very tricky proposition, but it can be done. That, however, is a (rather long) blog post for another day!