I'm starting to understand how can scripting make the use of Blender easy. However, I'm accommodated to Visual Studio's Intellisense and I don't know the Blender python API so it would be beneficial to use VS for the task. Is there a way to do that? If so, how? It doesn't necessarily have to be VS, any SDK would do. This notepad-like scripting inside Blender is a bit tedious.
Yes, it is possible. You can use any external editor. If you only want to edit the code, see this question: Workflow for developing add-on/script
A way to avoid the constant reloading: Is it possible to run a script from an external editor without reloading the file?
Other things like correct auto-completion and debugging are also possible, but they require additional configuration, which can be somewhat tricky. Visual Studio is not very popular among Blender developers, I recommend PyCharm or PyDev for this kind of advanced stuff because you can find tutorials for them.