You can add reference to another javascript file inside another javascript file for adding intellisense for other javascript files in Visual studio

You can do so  using the following syntax:

/// <reference path="AnotherJSFile.js" />

 and to Add Microsoft Ajax reference to javascript file:

/// <reference name="MicrosoftAjax.debug.js" />

And for JQuery there a simple way in Visual studio:

http://weblogs.asp.net/scottgu/archive/2008/11/21/jquery-intellisense-in-vs-2008.aspx