Sometime back I had done a short demo for MSDN TV that shows creating a simple user defined data type for SQL Server 2005 using Visual Studio 2005. Finally it's online now!

In VS 2005 we have built project system support to make it really easy to create SQLCLR objects--build and deploy and debug! Take a look. Let me know what you think.

http://msdn.microsoft.com/msdntv/episode.aspx?xml=episodes/en/20041104SQLServerML/manifest.xml