See here http://www.hanselman.com/blog/InSearchOfThePerfectMonospacedProgrammersFontInconsolata.aspx - for want of a better description - the statement block highlighting - eg in the pics on the link the "statement blocks" are grouped with a vertical line. I understand this is a feature of CodeRush - does R# have either anything similar, or a plugin to do the same?
I use the latest version of ReSharper that is currently available — ReSharper 4.5 — but unfortunately I don't believe there is any feature for drawing a vertical line between matching braces, as in the screen-shots you referenced.
The feature I find useful, which Ben mentioned, is the matching brace highlighting, however this only takes effect when your cursor is adjacent to an opening or closing brace.