Thus far, Microsoft's C# team has resisted adding formal compile-time macro capabilities to the language. There are aspects of programming with WPF that seem (to me, at least) to be creating some compelling use cases for macros.

Dependency properties, for instance. It would be so nice to just be able to do something like this:

[DependencyProperty]
public string Foo { get; set; }

and have the body of the Foo property and the static FooProperty property be generated automatically at compile time. Or, for another example an attribute like this:

[NotifyPropertyChanged]
public string Foo { get; set; }

that would make the currently-nonexistent preprocessor produce this:

private string _Foo;

public string Foo
{
   get { return _Foo; }
   set { _Foo = value; OnPropertyChanged("Foo"); }
}

You can implement change notification with PostSharp, and really, maybe PostSharp is a better answer to the question. I really don't know.

Assuming that you've thought about this more than I have, which if you've thought about it at all you probably have, what do you think? (This is clearly a community wiki question and I've marked it accordingly.)