It's amazing the difference a few good samples can make. The last time I looked at integrating with VisualStudio.NET's new File / Project dialogs all the samples where fairly gnarly looking ATL COM objects that, even if they weren't very complicated, looked WAY too intimidating.
Thanks to a couple of good samples, I now see how simple it is to write your own new file or project wizards. Yes, there's still some COM involved, but thanks to the wonder of .NET, you don't really have to be too concerned with the details. Check out the AddinWizardCS sample for a great example of how to put up a wizard dialog, get some user input, then customize your template files based on that input, all inside of VS.NET.
The biggest trick is figuring out what goes in the .vsz and .vsdir files. There are the little snippets of text files that you put deep in the bowels of your VS.NET installation directories to tell VS what to add to the dialog, and the ProgId of the thing to run if a user wants to create one of your projects or files. Just text files, but figuring out the fields of the .vsdir files does take a moment of reflection (not the coding- but the thinking kind). The help makes it look more complicated than it has to be. Check out the samples first and see if they make sense to you before hitting the docs.
I found this much easier to deal with that the "easy" wizard which involves a bunch more config, and some jscript for good measure. Just implement IDTWizard yourself, and it's remarkably straightforward.