Programming Visio, Building Research Services in .NET
Mai-lan, a lead PM on the Visio team, has started blogging about Visio development issues including tips for .NET development against Visio.
She recently blogged about how to improve performance of Visio solutions. Check it out.
Also, you should check out the new MSDN articles, sample code, and tools that help you build research services for Office 2003 using .NET. Cool stuff!