How to get started with developing Internet Explorer extensions?

Question

Does anyone here have experience with/in developing IE extensions that can share their knowledge? This would include code samples, or links to good ones, or documentation on

Answer 1

Developing C# BHOs is a pain-in-the-arse. It involves a lot of icky COM code and p/invoke calls.

I have a mostly finished C# BHO here, which you are free to use the source for whatever you want. I say "mostly", because I never did figure out how to save appdata under IE Protected Mode.