Visio 2010 and 2013 have fancy dynamic grid line segments popping up all over the place to help users align centers and edges, and to enforce consistent spacing between shapes.
The one thing you can't do is jam shapes together. To word this in terms of existing features: there is no ability to "enforce consistent spacing of zero" between shapes.
I often draw grids of shapes. People want to shove furniture up against walls. Network rack diagrammers need to pack rack shapes up against each other. I'm sure the list is much longer.
If shapes are rotated, then at least allow the vertical alignment boxes to smash together.
Ultimately, it would be wonderful to be able to jam shapes that are rotated at the same angle to be jammed together. The workaround today is to build custom 2D connection points to help snap things together.