I'm starting in the middle because that is the way I do things.
I'm getting ready to do a presentation on the ways you can extend visual studio. My reasoning is that you should use VisualStudio as the starting point and build tools on top of it to make yourself more productive. Early versions of VS didn't make this easy, but with the .NET versions and 2K5 things are easy.
This first video talks about the simplest way to extend VisualStudio - just use the external tools features. As I say in the video it is sort of lame that I'm even mentioning it, but it deserves some love.
http://www.youtube.com/watch?v=Yt5Vuum0bAQ - I tried to embed the video but it didn't work for some reason and I don't feel like figuring it out.
I'm in the process of shooting more videos. YouTube requires that videos be shorter than 10 minutes. Initally I thought that would be a pain. However, it turns out to be a good thing because it forces me to get to a point quickly. Even so 10 minutes is longer than you think.