As has been suggested, using the string.format method is nice and simple and very readable.
In vb.net the " + " is used for addition and the " & " is used for string concatenation.
In your example:
MsgBox("Variable = " + variable)
becomes:
MsgBox("Variable = " & variable)
I may have been a bit quick answering this as it appears these operators can both be used for concatenation, but recommended use is the "&", source http://msdn.microsoft.com/en-us/library/te2585xw(v=VS.100).aspx
maybe call
variable.ToString()
update:
Use string interpolation (vs2015 onwards I believe):
MsgBox($"Variable = {variable}")