I'm looking for reference/tutorial material on building integration packages for Visual Studio 2008.
I am particularly looking for info on editor integration such as intellisense for a custom syntax (and contained languages) and source code formatting/coloring.
I found some info on the Microsoft MSDN site, but as always, the information found there creates more confusion than enlightenment.
You want the Visual Studio SDK. This and many other resources are available at the Visual Studio Extensibility Developer Center.