We just released VSCmdShell Power Toy for Visual Studio 2005 which enables you to integrate a shell window into Visual Studio IDE. You can find more information about the power toy and download it at its CodePlex project page. Some of its key features are:

• Extensibility with different shells, currently Windows Command Shell (cmd.exe) and PowerShell are supported.
• Ability to launch Visual Studio commands and Intellisense while typing Visual Studio commands.