Intellisense has been improved massively in Visual Studio 2005 but I noticed one file type where Intellisense is not active. .skin files, for theming your application, do not support intellisense natively. You can however configure Visual Studio to provide intellisense for .skin files. Here's how:
1. Go to Tools->Options menu.
2. Pick Text Editor -> File Extesion fom a tree at the left part of Options dialog.
3. Type skin in Extesion text box.
4. Select User Control Editor from Editor dropdown.
5. Click Add and then Ok to close dialog and re-open your skin files.