In VS2010 this types has been highlighted, but now it looks like this:

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Works for me…
(That’s using VS11 Beta, Professional edition.)
Look in Tools / Options / Fonts and Colors and find “User Types (interfaces)” and “User Types (delegate)”. Both should default to Teal. If they’re not, try changing them explicitly – or just hit the “Use defaults” button to reset all fonts and colors to the defaults.