Having just registered for and been accepted to the Visual Studio Integration Program, I've been going through the included Help collection, and found some neat little tidbits. These actually have nothing to do with the VSIP SDK, but the SDK did lead me to some great docs in the regular VS.NET 2003 Help Collection.
Today, I am a sponge. I wish this stuff was in PDF format so it was easier to read/print out smaller sections. <shrugs>