Spelly has been ported to VS 2003. I don't know if it works with VS 2008 (because I'm very happy with Agent Smith for ReSharper), but source is included.
If you're using ReSharper, there's a free addon for it called Agent Smith Plugin. One of its many features is a built in spell checker, that allows fixing the spelling mistakes using the ReSharper shortcut key, Alt-Enter.
Spelly has been ported to VS 2003. I don't know if it works with VS 2008 (because I'm very happy with Agent Smith for ReSharper), but source is included.
Well, 3 weeks later, I've stumbled across CodeSpell. [Note: this link no longer works and the product does not appear to be listed by that company).
Its $30 but has a trial period. Does everything I asked for. Check link to see features.
This blog entry, though dated, helped me out.
Edit: The original link is now invalid but this appears to be the new home of CodeSpell at SubMain. Here is acquisition announcement from them.
Visual Assist X. Spell checks your comments and a whole lot more.
http://www.wholetomato.com/
The plugin from Microsoft's Mikhail Arkhipov does HTML and Comments, I don't believe it does C# strings, though. I use the Agent Smith plugin for ReSharper for that.
CodeRush also has spell check.
If you're using ReSharper, there's a free addon for it called Agent Smith Plugin. One of its many features is a built in spell checker, that allows fixing the spelling mistakes using the ReSharper shortcut key, Alt-Enter.