One of the great things about Visual Studio is its continually evolving extensibility story. Granted, they can be challenging to build, but the ability to create plugins and extensions is one of the features that has sustained the popularity of the Visual Studio IDE in my opinion.
Is there something similar for Xamarin? It was noteworthy that Xamarin has recently acquired the VSX division of Clarius Consulting, but I haven't seen much in the way of a roadmap for Xamarin Studio extensibility. Is there a definitive roadmap somewhere that I've just missed?
There is not a separate SDK for Xamarin Studio. You can write a plugin for Xamarin Studio having to install a separate SDK. You just need Xamarin Studio installed in order to get the assemblies you need to reference for your plugin.
Documentation on how to extend Xamarin Studio is available online.
Xamarin Studio is open source and uses its own extension system itself to add features outside of a core set of services. So Xamarin Studio is a sample itself of how to extend Xamarin Studio.