In my first screencast (Visio- Expressive Diagrams Demo) I showed how to use the Visio ShapeSheet to create some nice effects with transparencies. In my new screencast I show how to use some pre-built shapes to easily build transparency effects without using the shapesheet at all.
Link to video: http://vimeo.com/4218850
Diagrams with Sample Shapes used in the ScreenCast
You can get them from my skydrive. Click on the Folder icon below.