I feel your pain. I also come from a Visual Studio environment too and I have to use Eclipse IDE at my University. Therefore I have to write all my code to show my GUI components.
I have got used to it now, it's just the layout managers that are a pain.
I suggest using NetBeans as that has a similar feel to Visual Basic/Studio. The only downside is, it uses XML to store what components you have. It is the only IDE that I know that has a GUI builder already in included in the software.
If you decide to use the Eclipse IDE, which personally I have come to love despite it being a bit buggy, you can install some add-ons. I downloaded recently WindowBuilder Pro. I really hated it however (but that was because I was impatient to learn how to use it), and decided I would be better of coding it myself. I heard however Jigloo is very good however so you could try out those if you want:
To install these add-ons in Eclipse, open up Eclipse, and click Help and then Install new Software and then use the link provided on the websites above (so for example jigloo, you would enter http://cloudgarden1.com/update-site) and then follow the setup procedure and that will install the add-ons for you.
Eclipse can be a bit daunting at first, and can be difficult to navigate your way around it but you soon get the hang of it. Also installing and updating Eclipse can be a bit of nightmare if done incorrectly.
I haven't found a Java GUI builder however that's just as good as the WYSIWYG Web builder provided in Visual Studio however. I love Visual Studio for that. If only Microsoft built a Java IDE. We will have to keep on dreaming though.