Visual Studio 2010 is quite an improvement over it's predecessors in many areas. Extensions for Visual Studio is a big thing and gives you the ability to install simple add-ons that interact and work with your solutions and projects, right from within the IDE. If you're a tool author and haven't looked into creating your own extensions you should check out this link to get started.
Here's a funky little extension called PowerConsole that was written by Jianchun Xu at Microsoft. It's a PowerShell console window that lives inside of the Visual Studio. Rather than just being a dumb shell, it actually ties into the Visual Studio DTE [explain]. This allows you to access parts of Visual Studio itself like your solution, project, files and even code.
First you'll need to install the console into Visual Sudio. To do this, select Tools > Extension Manager. from the main menu: