All IDE options are in the Options dialogue. If you want to change something about the IDE behaviour then look in that Options dialogue first. Only if you can't find what you need should you have cause to ask anyone else. We are more then happy to help you with issues but you only have an issue if you have looked first.
In actual fact it's not as simple as it may seem, especially if you are setting up your IDE for the first time (as I was just today). I mucked around for ages looking for the line numbers option until I found the solution elsewhere on the net. There's a bit of an unsuspecting trap for the unwary.
Under Tools/Options make sure you select the checkbox "Show all settings" in the bottom left hand corner of the Options dialogue box, now you will see under Text Editor/All Languages/General/Display the checkbox for Line numbers. It was there all the time, but I didn't see it.
btw. Is there an option for showing a thin vertical line connecting open/close braces?
If I remember correctly, I once installed an extension that did that. That was some time ago though, so it may or may not still exist and they may or may not have added something to VS as standard that does the same.
Thanks - I'm using Visual C# 2010 Express and it does indeed highlight the block of the corresponding brace - very useful. A while back I was fiddling with a python IDE and liked the vertical lines. I'll check out the Productivity Power Tools extension as suggested.
In any case, I'm just starting out with C# and the lack of the Structure Visualizer option will be the least of my problems.