How to get all groups that a user is a member of?

Get-ADPrincipalGroupMembership will do this.

Get-ADPrincipalGroupMembership username | select name

name
----
Domain Users
Domain Computers
Workstation Admins
Company Users
Company Developers
AutomatedProcessingTeam

Old school way from CMD:

net user mst999 /domain 

Single line, no modules necessary, uses current logged user:

(New-Object System.DirectoryServices.DirectorySearcher("(&(objectCategory=User)(samAccountName=$($env:username)))")).FindOne().GetDirectoryEntry().memberOf

Kudos to this vbs/powershell article: http://technet.microsoft.com/en-us/library/ff730963.aspx

A more concise alternative to the one posted by Canoas, to get group membership for the currently-logged-on user.

I came across this method in this blog post: http://www.travisrunyard.com/2013/03/26/auto-create-outlook-mapi-user-profiles/

([ADSISEARCHER]"samaccountname=$($env:USERNAME)").Findone().Properties.memberof

An even better version which uses a regex to strip the LDAP guff and leaves the group names only:

([ADSISEARCHER]"samaccountname=$($env:USERNAME)").Findone().Properties.memberof -replace '^CN=([^,]+).+$','$1'

More details about using the [ADSISEARCHER] type accelerator can be found on the scripting guy blog: http://blogs.technet.com/b/heyscriptingguy/archive/2010/08/24/use-the-powershell-adsisearcher-type-accelerator-to-search-active-directory.aspx