I'm using Visual Studio for writing desktop applications, and I find it very user friendly and easy to use.
If possible, I also want to write embedded code in Visual Studio. For example, is it possible to generate .hex files for PIC18Fxxx series with C18 or any other similar C-based language?
Unfortunately, there is no official support for PIC by Visual Studio. And, I didn't ever hear that someone has made this in an "unofficial" way. There have always been rumors and speculations about such a feature, but never get a chance to be realized. So, the answer is "no", there is no way of compiling .hex file with the standard Visual Studio IDE.