It's not quite as simple as what Dan is wanting, but yes, setting up Airport devices is pretty trivial. I don't know the underlying technical details on how Apple does it, but Airport Utility will sense unconfigured units on wired or wireless networks, and will temporally join the wireless network if needed to then send the configuration to the Airport unit.

Airports also broadcast out an SOS of sorts when problems arise, triggering Airport Utility to open on a machine that was previously used to configure it. I've had Airport Utility pop open when my cable network goes down for more then just a few moments.