SharePoint Myth Buster

This is another one those myths out there. Only because it not officially supported does not mean it is impossible.
I'll show you in a few simple steps how to export your SPD workflows and import them into a VS Workflow Project.
Okay, they might not work 100% as some SPD actions are not easily migrated, but you'll have a good starting point to make it work in VS and then reuse the WF across your solutions.

Step 1: Create your Workflow in SharePoint Designer and test it thoroughly

Step 2: Extract the workflow files by publishing them from within SPD to your hard drive. To do this right click the workflow in SPD and click "Publish Selected Files..." and save the files to your disk.

Step 3: rename the [WorkflowName].xoml.rules to [WorkflowName].rules

Step 4: Create a Visual Studio SharePoint Workflow Project (need Visual Studio extensions for this)

Step 5: Copy the .xoml and .rules files into your project

Step 6: Fix the Namespace in the xoml file
The first tag in the xoml file should be ns0:RootWorkflowActivityWithData
Edit the x:Class Attribute and set its value to "YourNamespace.YourClassname"

That's it. you're set to go. With step 6 we made sure that any code you create will sit in the correct class and namespace.
Don't expect everything to work 100%, if it does, then it is an added bonus.