Today I released the System Theme++ module on drupal.org. This module is a simple administration theme admin page alteration. It allow site administrator to force Drupal to switch to administration theme on arbitrary pages.
You can download it here: http://drupal.org/project/system_theme
I started developping the module while I was training a client to develop with Drupal. It then has been enhanced to fit with some customer projects. Now, it's stable.
Note for all testers, I'm going to release a 6.x-1.1 version this afternoon, because I spotted two bugs, one which is only a display bug in administration pages (harmless one), another that cause some PHP error messages on every pages (little bit more annoying).
This is a really small effort, but I think some people may want the same thing as my company's clients wanted here.