I don’t normally do posts like this, but I just created a Technet Wiki on PowerShell and executables. The only reason I created it there and didn’t do the post myself is that I think there is a lack of info on the topic and a community driven page might be of great help here. So, if you can, please populate it with more info!

http://social.technet.microsoft.com/wiki/contents/articles/7703.powershell-running-executables.aspx