I don't know there seems to be a few questions here.

Firstly if you have knowlege of netduino and have not been working with arduino and are a windows user used to normal windows debug I suggest that netduino might be your best option.

Arduino doesn't have a proper hardware debug facility so the whole debug process has to be a little different. 

The debug code is injected into a temp version of your sketch which is then uploaded to the arduino. This means there must be a new compile to remove the debugging. If we leave the debug on the arduino it also means that we can "pick up" an active debug session the next time we re-start vs simply by opening the serial tool. This latter point is a benefit when debugging remote sensors that need to run for weeks or months at a time but this entire process needs to be considered in a new light. 

So this debug solution is not for everyone but a lot better than manually adding Serial.println() statements to the arduino code. This is what Arduino users normally do but is something that Netduino users do not need to do.

Vm should be detecting the changes to your setting prior to debug upload but it sounds like it isn't doing this with some breakpoint properties. I have reported a few small bugs to microsoft in this same area. Vs sometimes provides the previous brkpnt info to vm for a short time, I haven't worked out what causes vs to update its internal knowledge. I guess that saving source code changes or clicking to a different source file in the solution tree might cause vs to update itself correctly. As you say rebuild works for you.

During debug, the first compile, "Release" is simply to ensure that error message line numbers that match with your code lines. Keep in mind the debug compile adds code behind the scenes which would throw out line numbers and make code errors look confusing.

If you are not making source code changes or can easily know when you make mistakes it is possible to switch off the first "Release" compile when you start debugging. There is a project property called "Validation Skip" in the "Micro Debug" section. Setting the property to "True" will skip the "Release" build. 

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Can you please explain what you see as the "difference". I've been using it for too long so I've lost sight of things that affect new users. Thanks

Thank-you for your comments, I am just starting out, and my first step is to explore the tools available, I am actually a Mac user - I used Visual Basic a long time ago so I found VS 10 reasonably familiar.

To reply to your specific question.

The differences (as I see it) are that:

If I edit while running then Debug/Start  re-builds/uploads/debugs the new version.

If I edit when stopped at a Breakpoint. Debug/Start resumes with the current upload.
I have to explicitly.
    Build/Rebuild the code
    Project/Upload (the last Arduino Build)
    Debug/Start now rebuilds and uploads a new version with the changes.

Thanks for your full explanation - which confirmed for me that an Arduino debugger has to be different from a Netduino debugger.

I was making two points - one it was very confusing, and two I was hoping that it might be possible to eliminate the difference - the double F5 takes much of the hassle.

So yes your reply makes good sense, thank-you.

As for Net or Ar - I now feel that it is free choice for me - so I think I will do my learning using both - e.g. to use Arduino shield on the Arduino and then convert the app to Netduino and see where that gets my head.

Thank-you for being so helpful, I have learned a lot.

David Huxtable