I've put up together a Visio 2007 stencil that I use for creating SharePoint Site Structures and architecture. 




Update : You can find an updated post with more pictures and updated stencils at http://blogs.msdn.com/maximeb/archive/2007/10/27/updated-visio-stencils-for-sharepoint-2007-site-structures-documentation-version-0-2.aspx.


This is a complement to the architecture/server one available on this blog address : http://blogs.tamtam.nl/mart/MOSSArchitectureDiagramsVisioServerStencils.aspx.  This stencil is also interesting for designing Page Layouts : http://www.nickfinck.com/stencils.html.


For SharePoint 2003, you can also find one here : http://blogs.tamtam.nl/Ferry/SearchView.aspx?q=stencil.