How can I add a new "Inspector" type?

Prefabs have the grey/blue box icons. Materials have the little grey sphere icon. Is it possible to add a “first class” type to the mix?

I’ve seen over and over that all of the Unity GUI was built with the editor tools. So how do they do this?

I suggest that you download ILSpy ;). Well, it’s almost kinda reverse engineering but if you want to see how the Unity editor is implemented that’s the easiest way.