With the release of Visual Studio 2010 there is still an absence of 'snippets' to support Visio development. The attached file is a vb.net directory of materials gleaned mostly from the Visio SDK and shared by other MVPs. The plan right now is to also put a C# version together as well within the next several weeks.
Have fun,
Al Edlund
updated to include both vb.net and c#.net