This one is for my colleague Chas. Serge van den Oever blogged about adding NAnt intellisense to VS.Net 2003. More information on authoring custom schemas can be found here. You'll also want set VS.Net to use the HTML/XML editor to open .Build files by using the "Open With" solution context menu item, like this:
You might want to look at another tool called NAntRunner which allows you to control NAnt directly from Visual Studio.
Another runner you could use is NAnt-GUI.