Well, I went back to VS...
The -vsdoc.js files only work inside of *.js files. So, you can't just add a:
/// <reference path="jquery-1.6.1-vsdoc.js" />
Reference inside of script tags to something like an *.ascx or *.htm file and expect it to work.
So, in other words, to get the code completion in VS, you can't take the quick & dirty road, and instead need to break things down properly and put your JavaScript code in a proper JavaScript file.
It's a bit of a hassle when you only want to hack around some, but... FWIW - It works there for what I can see so far, and appears to work well.