There is a desktop widget which will enable FM Trasmitter and boost it for you. (Simple FMTX desktop Widget) I have put it right next to my media player widget. So all I do is press the widget to enable/boost FM then just press play on the media player widget which is right next to it. (Well, it doesn't shuffle the songs however. But I have my playlist setup so my media player widget just plays songs in my last-played playlist)

But I do know what you mean and it would be cool to have a 1-red button to do all you said. =)
I guess as community grows, we can expect more of those small widgets/apps like the iphone.