The job step window is basically the same as the cmd prompt so you can run .bat-file sor basically do whatever. You do need to make sure that the user that runs the step has permissions to do what's required though.
A cmd script can be used in many jobs and changes are only to make at one point. If you have entered the commands directly into the job step windows then you have to alter all jobs.
No, you're never too old to Yak'n'Roll if you're too young to die.