A few weeks ago, Carl Brochu and I had the incredible opportunity to speak at the 2008 Lang .NET Symposium that was hosted here on the main Microsoft campus (alongside some much more well-known folks in the software industry). Our talk was titled "Integrating Languages in the Visual Studio Shell" and covered the basics of adding your own custom language to Visual Studio. We also demonstrated the array of possibilities around creating a custom-branded IDE with the Visual Studio Shell.
If you're considering adding a language to VS (or just want to know what's involved), this talk would be a great place to start.
The recordings of the talks are now available for your viewing pleasure. You will need the Silverlight 1.0 plugin in order to view them.