While working on a little project this past week I was spending a lot of time looking for information on various Visio developer topics. To speed things up, I put together a Live Search Macro that scopes down the search to to online SDK documentation along with a number of relevant blogs and other Visio content. It seems to pretty aggressively prioritize the SDK content over the other sites, so I am still tweaking it, but overall it works pretty well. I'm also open to suggestions on other sites to include in the macro:

Visio Developer Search

It works particularly well for searches when you are looking for an object like "window" or "application", since those are a bit of a pain to get through regular search, even if you add other keywords.