I could swear I\'ve seen people typing function headers and then hitting some key combination to auto-create function braces and insert the cursor between them like so:
Check out Resharper - it is a Visual Studio add-on with this feature, among many other development helps.
Also see C# Completer, another add-on.
If you want to roll your own, check out this article. Insane that one should have to do that, though.