I tend to just write a command in a vim buffer (with all that nice Vim magic), select it and run it with :@"
e.g. I write and yank: r!fancy command arg1 arg2 ..
Then go to the next line and do :@"
This will run the command (well execute the colon mode command) and read back the results.
edit: The nice thing about this is that I can do this as a progressing document (command, output, command, output) and scroll back to see what I have done and what the result was.
