This morning while checking my daily feeds, I saw on Saveen Reddy's blog a post dealing with Visio and Xaml Export. Saveen Reddy uses svg export feature from Visio and Andrej Benedik's library for converting svg to Xaml. The result is good for common shapes but gradients are not handled properly.
Some times ago, I developped a svg to xaml converter based on SharpVector library. I mainly use this tool for working on silverlight projects. It reads svg input convert it to xaml and can manipulate xaml objects. (Replace rectangle geometries with Rectangle, set canvas as a bounding box of inner elements, remove default values,...).
After reading this post, I've just plug my convert library and here are the results :

VisioExportToXaml-(2008-02-04)1.zip (325,29 KB)
Edit: Empty element names are now ignored. Thanks Saveen.