It's also worth noting that the entire approach to VB coding doesn't depend as heavily on macro-expansion as VFP does -- in other words, there are often other ways to accomplish the task. There are certainly times that I want macro expansion, and sit there at my machine punching my fist in the air, but 85% of the time I realize that I am thinking too-VFP-ish.

For instance, while in VFP you can "expand" a control name, such as lcTextName (which holds "MyTextBox", in VB you can just refer to Controls(lcTextName). While you might expand a string in VFP that reads "Select name, address1 from customers", in VB you just send this string through a command or recordset object anyway. In fact, I never miss macro-expansion when it comes to data-related commands, since the entire paradigm is different and lends itself, by definition, to a sort of macro expansion.

I do miss macro expansion, in VB, when it comes to Do While.... loops with particular sets of conditions. In VFP you can do this:
IF myName = "Vin"
lcCondition = "name = 'Vin'"
ELSE
lcCondition = ".T."
ENDIF

DO WHILE &lcCondition
.... something here
ENDDO

... while in VB you must take a different approach. Probably putting the DO WHILE in in IF ELSE condition, and calling a sub from each.... or, as has been pointed out, using the Script control.