You can start with Dissecting A C# Application which goes into many aspects of creating SharpDevelop, C# IDE written in .NET. This covers many aspects of the designer architecture and it is free in a PDF. However, the PDF is hard to find (original links no longer work, but I believe this is a valid copy).
While that will get you started on the ins and outs of the designer, it probably doesn't go into detail on some of the more interesting features such as actions and tasks. For this, MSDN has some extensive information and examples (it didn't used to).
Finally, I find the best resource to be .NET Reflector. Using this tool to look at how Microsoft has done it in various places within the framework has been a great learning exercise when working in design-time support areas. Find a control that does what you want and then go see how it does it.
All of these resources are free, however your time is not. I have found that design-time support can be a breeze in some areas but a complete nightmare in others. Good luck.