When you install the database projects template of SSDT you get SQL Server Object Explorer (SSOX) installed as well. SSOX is a pane within Visual Studio and is the main enabler of the Connected Development experience that the SSDT team have attempted to provide.

SSOX provides some really cool capabilities that are not in SQL Server Management Studio (I hope to blog about them in the near future). In theory these capabilities make it possible for a database developer to spend all their time in SSDT (i.e. Visual Studio) thus making SSMS a pureplay DBA tool (this does of course depend on your definition of both a database developer and a DBA, but I’m not getting into that debate here).
With that in mind I have spent a few days trying to work without SSMS, preferring to live wholly inside Visual Studio instead. By and large I was able to do everything I needed to do from within Visual Studio however there were a few nuances about the experience that kept pushing me back to SSMS, I detail those nuances below.
Server groups
SSOX combines the functions of SSMS’s Object Explorer and Registered Servers pane. I don’t mind either way of working but it does mean that there is no ability to group servers in SSOX like you can in the Registered Servers pane
F6
In SSMS I regularly use the F6 keyboard shortcut to jump between the query, results & messages panes of a query window. No such keyboard shortcut exists in SSDT and they’ve already canned my request on Connect to get this fixed (even though it laughably has status “closed as fixed”).
UPDATE: See the comments below where Brett Gerhardi informed me of a different keyboard shortcut that does the same thing as F6. Actually its not quite the same, if you have multiple resultsets in your results pane then the behaviour is slightly different to F6 in SSMS - but that's not an issue you'll hot frequently.
Change Connection
The context menu in SSMS provides the ability to change a connection as well as connect and disconnect:
SSDT doesn’t have change connection and believe me, you don’t know how much you use a feature until its not there:
There’s also no hotkey to jump to “Connection” on the context menu like there is in SSMS (“C”) and I find that annoying too.
Those were the main annoyances that forced me back to SSMS. The lack of F6 was a major bugbear for me as I am a big keyboard shortcut junkie. If such things don’t bother you then you may be able to live in Visual Studio quite happily. If you have any similar experiences to share I’d be keen to read them.
@Jamiet