Visual Studio can be extended in many ways. Here are some of the options:

1. Macros

2. AddIns

3. VsPackages

4. Language Service

5. DSL Tools

6. VSShell

To start extending Visual Studio is to work with Add-Ins. Compared to macros there are many advantages with macros. The primary advantage is add-ins can be developed using any language but macros are to be written only in vb.net.

I will post about each of the topics which I mentioned above as and when I find time.