My main development machine is not domain joined, but I often need to use it to access domain resources.  Usually this isn’t an issue as I have the option to enter my credentials through some type of login box.  In SQL Management Studio this option doesn’t exist if you are using Windows Authentication, you will always default to the user you are currently logged on as with no option to change.  The only way I can see to get around this is to use the command line to specify the following command:

runas /noprofile /netonly /user:<domain>\<username> <program>

A typical usage of this would look like:

runas /noprofile /netonly /user:CXDMN\gaffeyj "C:\Program Files (x86)\Microsoft SQL Server\90\Tools\Binn\VSShell\Common7\IDE\SqlWb.exe"

I assume this would work in any other apps but this is the only one I’ve tried so far.  Hope this helps someone avoid searching for this answer.