Citricguy's answer is good, but it only adds a shortcut, when the op was actually asking about a menu item, which is what I wanted as well.
I've since realised that the default behaviour in Drupal 7 is for the admin (UID1) to get the "Management" menu as their black menu at the top, whereas all other users get the "Navigation" menu. You can however change this by granting users the permission "Use the administration pages and help". This is a valid solution because they will only see links to pages that they have permission to view/edit.
I personally think this should be the default behaviour (start off with everything, and then hide menu items that they don't have permissions for), but then I guess the current system allows you to manually hide certain menu items for non-admin users while keeping it for the admins. Certainly this area needs some thought as to the configuration options.
There's also the Administration Menu Source module, which allows you to "use a different menu as the Administration Menu. Configurable per role".