I can't believe I've lived without this for so long.
Einar Egilsson has written a wonderfully-useful little plugin for Visual Studio that will allow you to stop the entire build process as soon as there's a single project that fails.
This helps when you have a solution with tens (Hundreds? Please don't do that.) of projects in them and there's a compilation failure in one of the core projects upon which most of the others depend. You know that the build's going to fail but often it's just too much hassle to stop it manually - especially if you're on a keyboard that doesn't have a Break key.
The plugin has been around for a few years now and I can't believe I've never searched for something like it before today.
You can get the plugin from the Visual Studio Gallery.