There are some references on how to install intellisense for jQuery in VS2008SP1, is it also possible for SharePoint Designer ?
Can't comment so posting my own answer.. Charles and Jaap are right.. SPD wasn't designed to do this.
Highly unlikely in my opinion, I don't think SPD is - nor it's meant to be - a very extensible application.
SharePoint Designer was never intended to be used for custom code of any sort, even though you can obviously inject client side code into a page using it.
So I would suspect that Microsoft have deliberately not invested time and effort in developing that side of the product.
VS 2010 has Jquery intellisense. Hope this helps