Visio 2003 > File > Shapes    takes me to a menu that shows 17
different templates. Each template has a bunch of subtemplates and
each subtemplate has a bunch of shapes.

I would like a single document that shows a thumbnail of ALL of these shapes. 

It must show the template name, subtemplate name and the thumbnail of all shapes.

It would look something like this.
TEMPLATE_NAME
     SUBTEMPLATE_NAME
            SHAPES
Block Diagram
     Basic Shapes
             Xx          xx          xx
             Triangle, Square, Pentagon, ...
. . . 
             Xx                         xx
             45 degree double, 60 degree double, ?.

     Blocks
             Xx     xx  
             Box, Diamond, etc 
Continue on through all 17 templates
If you can do this in VBA it would be great, I'll pay an extra $50 for
the vba program.

But, if you are patient, you can create this whole thing using
Printscreen and MS Paint.