Somehow I had thought that I had already pointed people to Saveen Reddy's blog, but looking back through the archives I realized that I hadn't. Saveen doesn't work on the Visio team, but is a power user and knows a ton about visualization.

I'm a huge fan of Python the programming language, and he covers a lot of information on how to use Python with Visio, among other topics. Here is a recent series he started: