UPDATE: The Pencil Project seems to work even better than Visio and these stencils for UI mockups, you might want to check it out unless you need some of these controls (like the iPod) specifically. It’s also FREE! 
I’m not sure how many people mock up interfaces in Visio, I know I do it more frequently than I would have guessed. If you do this, you know that while it’s a great concept, it’s kind of clunky and the mockups that you end up with look less than impressive. Recently I discovered Yahoo Design stencils (thanks to Kevin) which has some great shapes for doing user interface mockups in Visio.
These apparently work great with OmniGraffle, problem is, I’m forced to use Windows and that app only runs on a Mac. And they don’t give these stencils to you in a format that Visio can consume easily. I had to futz around for about two hours this weekend trying to figure out how to get it so that I could drag these things onto a Visio drawing. Turns out you have to manually drag and rename each of the shapes in order to get them to work properly, which is a pain.
I trudged thru them all and was able to zip them up for future use so I don’t have to go thru that again. Figured I’d pass these along to anyone else who might need them, and so I can find them in the future. They’re licensed under Creative Commons, so I think I’m safe redistributing these as long as I attribute them.
http://www.jasonkolb.com/Yahoo_Stencils.zip
To use this, just unzip into your My Documents/My Shapes folder. They’ll show up in your shapes folder under "Yahoo Stencils":
