Summary: Notes on using Visio for UML diagrams (mostly why I don't like to use Visio).
I think it is okay to use Visio for UML diagrams when you're not going to be doing very many, especially if you already own a copy of Visio. But once the application you're modeling gets to be substantial at all, Visio has a major flaw:
You're trying to model a software application that has a data model with a drawing program.
To me, that's not a very good idea.