When I was looking at the documentation for the registry and keys associated with the command processor I came across this:

Hmm. For the fun of it I opened up the key and put 'notepad.exe' in the AutoRun value.(To see how this actually worked)

Any time I opened a console application, or a command prompt window notepad would launch - and the command processor would not start until it was closed. This includes the users login script.
So. This means whatever program I put in this key will execute, and the command processor will wait for it to finish before continuing.
This is perfect for something I was trying to do a few months back. I wanted to dynamically set a few environment variables - and have them available to any console based application. I tried putting it in the logon script, but that didn't work since the environment variables only lasted for that session.
I ended up using the CALL command within each batch file I had. This was difficult because the batch files were part of an aging third party application - There were hundreds of them. Also some of them were automatically generated from time to time by the application, so the solution was not perfect.
I went back and setup my "set environment variables" batch file in the AutoRun key of the...