I have a clean, out-of-the-box installation of Visual Studio 2012 Web Developer Express and for some reason the support for JavaScript (both jQuery, jQuery UI and
Go to menu Tools -> Options -> Text Editor -> JavaScript -> Intellisense -> References and place a reference to the intellisense files for the version of jQuery you are using in the Implicit Web group.

OR
place an "add reference" to the intellisense file in the _references.js file which you can add to the Scripts folder of your project.
///
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Though this will only provide intellisense for the project you are in, the first will for any open JavaScript file, not just the ones in the project you are in.
To get the latest jQuery files with intellisense use the NuGet package installer which by default will create a scripts folder and place the jQuery version.js, the min.js and intellisense.js files into... From there you can copy them to the location most of the Microsoft references are placed in, which is typically:
install-package jquery in the package manager console.
C:\Program Files (x86)\Microsoft Visual Studio 11.0\JavaScript\References