PowerShell - List all SQL instances on my system?

I found that (for me at least) none of the above returned my SQL Express instance. I have 5 named instances, 4 full-fat SQL Server, 1 SQL Express. The 4 full-fat are included in the answers above, the SQL Express isn't. SO, I did a little digging around the internet and came across this article by James Kehr, which lists information about all SQL Server instances on a machine. I used this code as a basis for writing the function below.

# get all sql instances, defaults to local machine, '.'
Function Get-SqlInstances {
  Param($ServerName = '.')

  $localInstances = @()
  [array]$captions = gwmi win32_service -computerName $ServerName | ?{$_.Name -match "mssql*" -and $_.PathName -match "sqlservr.exe"} | %{$_.Caption}
  foreach ($caption in $captions) {
    if ($caption -eq "MSSQLSERVER") {
      $localInstances += "MSSQLSERVER"
    } else {
      $temp = $caption | %{$_.split(" ")[-1]} | %{$_.trimStart("(")} | %{$_.trimEnd(")")}
      $localInstances += "$ServerName\$temp"
    }
  }
  $localInstances
}

Just another way of doing it...can be a little quicker than SQLPS to get a quick answer.

(get-itemproperty 'HKLM:\SOFTWARE\Microsoft\Microsoft SQL Server').InstalledInstances