With thousands of cmdlets in SharePoint PowerShell, it is almost impracticable to use PowerShell without intellisense, for this reason, I posted the question on how to get intellisense for SharePoint PowerShell on Twitter, LinkedIn SP groups, MindSharp Mailing list, but didn't get response back. Turns out it is not that difficult, but in case someone needs a quick reference, here is the things you need to do:
First Download Window PowerShell V2.o to install PowerShell ISE (UPDATE: ISE is installed in window 2k8 R2, just need to activate as feature You will find it in All Programs -> Accessories ->Windows PowerShell)
Follow this post to load SharePoint snap-in into Window PowerShell ISE
Use intellisense by entering Tab key
One twist is, after using index, such as Lists["shared documents"], intellisense stop working, as a workaround, $list=$siteCollection.RootWeb.Lists["shared documents"], intellisense will work after $list.