Sure. I built a SSMS (based on Visual Studio shell, so same code) extension called SqlSmash www.sqlsmash.com. Half the features in there have made me dig into stuff like that. The latest example was trying to get a handle on the query results grid so that I can use the data in there.
I decompiled a third party extension for VS in order to email the author and tell him how to fix it. He actually ended up open sourcing the extension on my suggestion.
In the past I've also decompiled things to see how they work.