I can do loads of user-related stuff with Drush, but I can't see how to create new user roles. Is it possible to do this with Drush?
This functionality is available in Drush 8.x-6.x:
Unfortunately, this has not been backported to the 7.x-5.x branch, so it probably won't be in the soon-to-be-released Drush-5.9, and isn't in Drush-5.8. For now, you'll have to use the dev branch to get it.
To get a list of all drush based commands just type
Drush user specific commands