I thought that I had already reported these ones to Microsoft for VS 2008, but I don’t find the bug reports and anyway the bugs are still present in VS 2010 Beta 1:

Visual Studio hardcodes “Application Data” folder in the list of folders for .AddIn files
https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=466756

%ALLUSERSDOCUMENTS%\Microsoft\MSEnvShared\AddIns folder is not searched for add-ins
https://connect.microsoft.com/VisualStudio/feedback/ViewFeedback.aspx?FeedbackID=466741