Your options basically fit in two categories: COM or .NET. .NET is the easier route, and most plugins nowadays are written in C# or VB.NET (I suggest C#). COM is usually done in VB6, but can also be done in C++ if you are adventurous (you can also do .NET development with C++/CLI).
There are several open source plugins out there. SkunkWorks/SkunkVision (Sourceforge), all of Digero's plugins (
http://decal.acasylum.com/ ), and a few others are available.
I also have source on my site for interacting with my utilities (
http://www.virindi.net/repos/virindi_public/trunk/ ).
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Virindi
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****Virindi Plugins FAQ****
http://www.virindi.net/wiki/index.php/Virindi_Plugins_FAQ
http://www.virindi.net - Virindi Tank, Follower, Integrator, Reporter, VCS5, XPHelper, Item Tool, HUDs, etc...
Decal Core Dev -
http://www.decaldev.com