By default, Visio 2003's drawing tools are in divided between two toolbars, Standard and Drawing, and the tools are ordered by importance or frequency.
Julian W. and I worked out that it's easier to remember the tools' shortcut keys if you move all of them into a single toolbar and arrange them by the shortcut keys, i.e. from Ctrl+1 (Pointer) to Ctrl+9 (Ellipse). Drawing tools which use Ctrl+Shift go into another group and drawing tools which don't have any shortcut keys go into a third group. Another advantage of this arrangement is that you get visual feedback when a tool is selected using its keyboard shortcut (it's highlighted); in the default arrangement, the tool selected by the keyboard shortcut is not shown if it is not the first tool in a drop-down control.