FAQ: Temporary Projects
Q: I create a lot of test projects and I am getting tired of cleaning up the temporary projects directory and clearing out the recent projects menu. Is there some way to get VS to do this for me?
A: Yes there is. Under ToolsOptions -> Projects and Solutions there is an option called Save new projects when created. Unchecking this option will allow you to create (most) new projects without saving them. It will still end up in your temporary projects folder but it will be automatically deleted when you close the project unless you chose to save it. Furthermore it will not be added to the MRU project list.
There are some restrictions to this option. Firstly not all project types support it. C++ does not while C# and VB do. Secondly, you cannot create multiple projects in a single solution without saving it first. You also cannot do some project changes without first saving the project. Avoid using the Save All button as this will prompt you to save the project. However you can add files and compile and debug without saving.