SSMS SQLCMD Mode

A question was posted on the MSDN forums in regards to executing a query file from SQL Server management studio without having to first open the file.  My first instinct was to use xp_cmdshell or even create a clr procedure, but this was way overkill.  I began to respond pointing out that the ability to pass an input query file using sqlcmd was easy and straightforward, but the post was specific