I've blogged before about the need for shimming non-VSTO shared managed add-ins. Misha Shneerson and Andrew Whitechapel created a COM Shim Wizard that worked with Visual Studio 2003. They've now updated the wizard and it is available on MSDN.
Article URL: http://msdn.microsoft.com/office/default.aspx?pull=/library/en-us/odc_vsto2005_ta/html/Office2003ShimWizard2.asp
You should use this shim wizard if you are building shared IDTExtensibility2 based add-ins for Office. A shim gives you appdomain isolation and some other goodness.
If you are developing add-ins for Outlook 2003, VSTO 2005 provides a better add-in project that you should use instead of Shared Add-ins.
If you are developing add-ins for Office 2007, the VSTO v3 CTP has add-in support for all the Office applications and so you won't need this COM Shim Wizard: http://msdn.microsoft.com/vstudio/future
Want to work on the VSTO team?