...no, that isn't there either unfortunately...
...CS4 has only just introduced mixed art board sizes in the same doc and also transparent gradients, along with the separation preview palette...
...for guides you pretty much have to build those manually, a guide can be pretty much any shape by using the view > guides > make guides function...
...you can create actions to build guides automatically if you know you need to on similar sized documents, something indesign can't do...
...if you do grid based designs, you can create a grid of guides (on a rectangle than covers the art board) using the object > path > split into grid (modify settings with add guides option turned on bottom left of dialog)...
...or with the "add guides" turned off, have the grid selected, then choose view > guides > make guides function...
...useful for poster work...
andrew