Now this is pretty cool - a power toy to handle elevation of PowerShell scripts. The idea is simple: you run PowerShell as normal, then use this powertoy to run a script (or cmdlet) as elevated. Yeah! Still not quote SUDO but getting better.
You can get more information and the tools by visiting TechNet Magazine at: http://technet.microsoft.com/en-us/magazine/2008.06.elevation.aspx.
Turns out this tool has been around for a while - wonder why I hadn't seen it before.