A good note from Eric, but I'd say that often it's expediancy. I can get something done quickly with xp_cmdshell on the host OS that I might not have a feature for in SQL Server. I could do something in PoSh, but I'll say now that writing and testing a script in PoSh, at this point, is much more cumbersome and potentially fraught with danger than xp_cmdshell and basic DOS type operations.

That's certainly a reflection of my skill, but also of many other people's skills.

.NET is overkill for the one-off, quick, I need to do this.