In the past the most appropriate way you could give feedback to the Visual Studio team would be to use MS Connect (if you don’t count comments on the numerous VS team blogs, and posts on the MSDN forums which are mainly for asking questioos). Although connect can be used to give feedback and make requests it is mainly a way to report Bugs.
So the Visual Studio is now giving us yet another method to post feedback. An UserVoice site, UserVoice is more social (forums are also pretty social but in a different way) since not only allows you to post suggestions, but allows people to comment on it and better yet to vote on it. The most popular suggestions will percolate through their number of votes making them more visible to the team (which even so reads and analyzes all suggestions no matter how many votes they get).
The most voted a suggestion is the most probability it has of being implemented.
Keep in mind that this site should be used mainly for feature suggestions rather than reporting bugs. For reporting bugs Connect is the more appropriate place to report bugs.