I would take a look at another language that has already done the legwork of integrating with Visual Studio. A great example is Boo. The language and Visual Studio integration are open source. So you can take a look at exactly what they had to do.
- Boo Language: https://github.com/boo/boo-lang
- Boo Syntax Highlighting for VS2010 (VSX add-in): http://vs2010boo.codeplex.com/
- Boo Language Studio (syntax highlighting for VS2008): http://boolangstudio.codeplex.com/
The Boo Syntax Highlighting for VS2010 includes some recommended links on its homepage, which I’ll copy for easy reference:
- Nice article about “classification” (syntax highligting) in VS 2010: http://dotneteers.net/blogs/divedeeper/archive/2008/11/04/LearnVSXNowPart38.aspx
- Examples for VSX add-ins: http://blogs.msdn.com/vsxteam/archive/2009/06/17/new-editor-samples-for-visual-studio-2010-beta-1.aspx