Saul Candib has a great 2-part series on MSDN covering Visio development:
What's New for Developers in Visio 2007 (Part 1 of 2)
What's New for Developers in Visio 2007 (Part 2 of 2)
When we put on the Ascend workshops for Office "12" developers earlier this year, we had to make some tough decisions about what content to cover. There is so much that's new in the 2007 Microsoft Office system, and we only had 4 days to cover it all. One of the tough decisions was to not cover Visio in the workshops -- not because there isn't anything new in Visio 2007, but simply because the specific developers who were signed up for the workshops weren't working with Visio as much as they were working with Sharepoint and some of the other Office-related technologies. But if you're a Visio developer, now you can now start learning what's new through Saul's articles above.