Richard, have you tried CivicSpace to see how their admin theme is implemented?
As another reference point... I would not like to have the appearance of my admin pages different to the user pages. I think one of the strengths of Drupal is that administering content is as simple as browsing your site, seeing something you want to change and clicking the edit button.
This isn't changed in CS - you view and edit the node in the same theme.
And when I'm doing real admin stuff... well I don't need a special theme to tell me I just clicked in the admin menu.
It's not so much about the theme telling you that you clicked admin. The admin theme exists to support the large tables that are part of administration and that break fixed-width layouts.
Another down-side of this feature is that as a Drupal installer, setting up the basic site structure and appearance for my clients, I would have to create two themes instead of just one.
With CivicSpace, you get several themes in 1 (and that is growing). All of them share the same admin theme, and you don't have to install it separately. -Robert