Visio 2007 will obviously host many new features including new stencils, shapes, an improved "auto-connect" system. What is most intriguing is the focus on connecting a diagram (particularly Business Process Diagram)
By defining a data connection to a diagram and respective shapes, you can pull visual information about the analysis for a business process. So if you model a BP in visio, and then collect information about that BP in, say, Excel or Access, you can connect the two. Say for each BP step you have collected metrics on cost, average duration, total resources required etc, once connected you can have visual representations of each of those metrics tied to each process shape and thus have a bird's eye view of the BP, quickly identifying the targets of improvement.
They introduce the notion of a Pivot Diagram too which looks like it could be a replacement of Pivot Tables (for some applications). Taking your data-linked business process shapes, you can drill down into those same metrics using the familiar concepts of dimensions and data items. Very appealing to a potential customer.
Finally, using a partner tool, they demonstrated how you can tie Visio into BizTalk in both directions. The analyst develops the BP model in visio, exports it to a BizTalk orchestration (using XLANGs) at which point both developer and analyst can collaborate on essentially the same artifact. Changes to the process diagram, once exported, are reflected in the BTS Orchestration. Though they did not have time to demonstrate this piece, once deployed and BAM is in place, those metrics defined in BAM are then brought back into the BP model to update the metrics displayed there. Very slick. I wouldn't be surprised if this partner tool is purchased by Microsoft or otherwise bundled into post 2007 releases.