Hi,
I have two recommendations:
1.) Graham Wideman's "Visio 2003 Developer's Survival Pack", published by
Trafford Publishing. In the past, this ultimate Visio bible was only
available directly at Trafford, since they published it just on demand.
However, right now I found it at Amazon. Patience is necessary, since it
ships within 1 to 2 months, but believe me: it's worth waiting for it.
2.) "Developing Microsoft Visio Solutions" by Microsoft Press.
If you prefer reading online, you should have a look at the MSDN library
which contains a complete reference of Visio's programming interface, sample
codes and lots more.
Best regards,
Markus