I noticed this benefit too! The difficult thing is if you have a property that is not a primitive type, then you have to provide some sort of initialization for that object before it can be used. So then I end up having to convert the automatic property to being a "regular" property or add a constructor to my class. Do you have this pain?

I use R# for this.. Alt-Enter, Implement members, Select All, Continue, Property generation -> Auto-property, Finish

I agree this is goodness and I think it would also be nice if this was just the standard behavior for the VS smart tag "Implement Interface".  Instead it generates empty properties that throw.  Trivial to delete and add back the auto-property but it would be nice if it just did this already.  

And by blogging about it, your'e back to square one ;-)