For those of you who are developing with Visio (particularly if you have some experience), I'd like to recommend Graham Wideman's book: Visio 2003 Developer's Survival Pack. The author is one of our MVPs and is as knowledeable about Visio as just about anyone I know. The book contains great detail on just about everything around Visio development, from the ShapeSheet (always a topic that can use more resources) to the ActiveX Drawing Control introduced with Visio 2003.
Anyone who is building a serious solution with Visio should have this book. Although it focuses on Visio 2003, virtually everything in the book will still apply to Visio 2007 as well.