OmniGraffle's built-in diagram styles are pretty sweet, essentially building/connecting/arranging shapes for you while you just type up an outline.
However, for more complicated hierarchical diagrams like site maps, things can get ugly in a hurry once you exceed a certain number of shapes...particularly when you're trying to fit it on a single sheet of 8.5 x 11 paper.
Color-coding can also help your readers easily distinguish between different levels in the menu tree. Rather than manually select and modify shape fills individually, each shape inherits a particular fill based on where it lies in the hierarchy.
After doing this a couple times, I decided to create and contribute a custom diagram style to make life a whole lot easier. Check it out in the screencast below - you can build a basic site map in about 15 minutes.
The simple diagram style file you'll need is attached below -> just drop it in your Library/Application Support/OmniGraffle/Diagram Styles folder.