I currently use Enterprise Architect with the Model-Driven Generation (MDG) Plugin. Both are very reasonably priced. Especially when compared with others.
The support for round-trip engineering isn't stella but I think that's a bit of a red-herring anyway. I generally use it like an electronic whiteboard, then code by hand and reverse engineer everything afterwards. If nothing else it's a very quick way to produce the documentation. The Gui definately takes some getting used to though.
I did try Borland plug-in for Visual Studio which was supposed to support real-time code / model synchronization. Great in theory but it was the buggiest software I've ever used. I requested a refund within a week. It was a while ago and things may have improved by now.
Cheers, Pete