tee for Windows?

PowerShell sure does, the cmdlet is called Tee-Object. You can also use the alias tee if you're more used to the Unix-like approach:

PS C:\Documents and Settings\Administrator> help Tee-Object

NAME
    Tee-Object

SYNOPSIS
    Saves command output in a file or variable and displays it in the console.

example:

C:>get-process | tee -filepath C:\file.txt

this will send the output to C:\file.txt as well as the console.