Having just built a couple of VS2005 addins I wanted to share a couple of resources that really helped me:

Creating Menu Bitmaps and AboutIcons for Add-ins in Visual Studio .NET 2005
Creating a CommandBar and adding Commands to it in a VS.NET Add-in
Visual Studio 2005 Automation Samples

Hopefully when I get more time I can post a walk through. Many thanks to Rick Strahl who seems to always have good info on how to do advanced development in .NET! 9 times out of 10 I'll find something on his blog/site, great resource!