One thing you can possibly do is to have a separate file for your connection strings - you would not check this at all for the source code.
Depending on how your materials are organized, you may need everyone doing development to do the same, and depending on how you publish / deploy, this may not work for you.
For instance:
Web.config
<configuration> <connectionStrings configSource="connectionstrings.config"> </connectionStrings> </configuration>
connectionstrings.config (not in the control source)
<connectionStrings> <add name="cs" connectionString="server=.;database=whatever;"/> </connectionStrings>
Each developer can choose which database their local machine belongs to, and as long as the connectionstrings.config file is not in the original control (add it to the ignore list), no one will step on each other.
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