According to this schema VS2010 Premium and Ultimate has a tool for checking Code Coverage - together with a few other testing tools. Does this support nUnit too, or just MS
Many of the answers in this thread helped me a lot, but it's hell to get all the little details from multiple answers.
I compiled a list of 6 hints that together with the marked answer by Scott Weinstein did the trick for me: Running NUnit tests in Visual Studio 2010 with code coverage
Although I don't deserve upvotes on both answers, just spare me downvotes for copying:
Upvote them!