I recently started using Visual Studio 2012 but got quite annoyed after I realized that the F5 shortcut was not building the projects in my solution before actually running them.  Because of this, I was ending up with inconsistencies between the running application the source code.
Long story short, here's how to fix this.
Open the Options box from 
Debug > Options and Settings, then from 
Projects and Solutions > Build and Run, make sure that the dropdown for 
On Run, when projects are out of date:, the "
Always build" value is set: