I couldn't find a way to put a bookmark inside the code in XCode 4. I know about the #pragma mark thing but it's not what I'm looking for. What I need is something that I can put and remove with a mouse click and navigate amongst with next and previous, like in VS.
Is there anything that I'm missing?
2023 Update
Xcode 15 has a new Bookmark Navigator and associated bookmark features including task-like management and inline source annotations!
Old Answer
Bookmarks seem to have gone the way of the dinosaur in Xcode 4. This wouldn't have been so bad had the jump-to-bookmark popup above the editor in previous versions not also disappeared. The best replacement currently seems to be to use breakpoints (disabled individually, of course) and navigate with the Breakpoint Navigator.
Shortcut to breakpoints is Cmd + 8. Once there use arrow keys
File a bug report at http://bugreporter.apple.com if you feel something like this should be brought back.