The preconfigured servers are structured around just JSP and PHP coupled with MySQL because ASP support under OS X would require commercial products. Likewise, under Windows XP and 2000, ASP support is built in, but for robust integration, you might need full commercial versions from Microsoft. That is why I think they excluded ASP from their preconfigured environments.
Syntax coloring: no. There's some color-coding built in for scripting to identify it as a whole, but nothing specific for each language. You could build or perhaps someone would build an Extend Script for GoLive using their SDK that would add this ability. Check Adobe Xchange (http://xchange.studio.adobe.com/Default.asp) to see if they offer anything like this.
ASP development isn't supported directly, but you can code in ASP without GoLive messing up the code. It can't preview it directly, which I believe Dreamweaver can if everything is connected up correctly.
The Dynamic Content module of GoLive 6 supports ASP (as Dynamic Link did in GoLive 5) through GoLive's interface: it writes specific ASP code to handle database access.
Hope this helps!