Newlines in the Immediate Window

Actually there is a way. You can use format specifiers in the immediate window to change the format of the display. If you have a string with carriage returns and linefeeds in it ("\r\n") you can follow the print request with the 'no quotes' format specifier.

In the immediate window type:

?MyObj.ToString(),nq

and the \r\n will cause newlines in the immediate window.

For more info on format specifiers see: http://msdn.microsoft.com/en-us/library/e514eeby.aspx