When XNA Game Studio 2.0 shipped it only supported Visual Studio 2005, this because Visual Studio 2008 hasn't really shipped yet it still is in RTM phase and will be shipped very soon. The XNA team is saying they will most likely do as they did with the lacking Vista support for version 1.0; ship a refresh after VS2008 has released.
Read more about the background at LetsKillDave.
While we are waiting for the official support, the XNA UK User Group has posted an unofficial Game Project template that can be used with Visual Studio 2008, it can be downloaded from here.
Hopefully Microsoft will have the refresh ready to ship ASAP. I really would like to have all the C# 3.0 features I've grown fond of on my XNA stuff as well.