How do I get TestDriven.net to generate a useful code coverage XML file with NCover?

(Assuming you are using NCover 1.5.8 which ship with TDD.Net)

I've done exactly what you described, and it works just fine...Here are some things to consider:

1. Are you sure the actual xml file is empty? Try to look for it here:C:\Users\USERNAME\AppData\Local\Temp\Mutant Design\TestDriven.NET2.0\Coverage\YOURPROJECT, or use something like Everything (great free search tool) to find YourTestProject.xml. Perhaps there is a problem with the NCover GUI.
2. There have been some problems with MSTest & NCover integration priorto 1.5.8. Try to reproduce this with NUnit and see what happens(Actually IMHO, I don't see any advantage for MSTest over NUnitanyway).
3. Are you running any other profiler in addition to NCover? Isso, try to disable them.

EDIT:Try to follow the steps in this article. There's a section called "NCover With TestDriven.NET".
It seems as NCover's profiler is not registered properly, so mainly what you have to do is remove it manually completely (TDD.Net probably doesn't do it for you), and only then reinstall it.

1. Uninstall the Beta version of TestDriven.net
2. Install the RTM version of TestDriven.net

The 2 steps work because NCover's profiler is not registered properly, as described by KiwiDude.