Are you talking about the VB.NET documentation itself or AutoCAD .NET documentation? As far as I'm concerned, the Microsoft Visual Studio Documentation and Platform SDK documentation are excellent.
ARX isn't as well 'documented' as the other API's in a certain lightl, because, it's an advanced topic and the docs assume an advanced level of reader from the start, if that makes sense. However, all the API calls are there and the acad .net implemenation just wraps those.