I have found it easier to do the following using SQL Server Management Studio 2008 R2:
In assigning users, roles, and permissions inside ArcCatalog, you get a dialog box, but no list of choices for the types of roles/permissions you can assign. In SQL Server Management Studio, you do this and their dialog box provides you a list of check boxes. You choose which box(es) to check for roles/permissions. It also verifies that you have the correct syntax and username does in fact exist on the network. Using ArcCatalog, you would never know this as it does not verify the user name to see if you typed it correctly or exists.
I found myself having to use a little of both together to manage our Geodatabases: SQL Server Management Studio and ArcCatalog Geodatabase Administration.
I only use ArcCatalog Geodatabase Administration for:
1) Creating my schema (using X-Ray Geodatabase, a great tool from ESRI!) - anyone who is managing Enterprise Geodatabase should use X-Ray Geodatabase!
2) Editing my Geodatabase (Includes Post and Reconcile operations)
3) Setting up Versioning
4) Creating/Managing Replicas
5) Archiving
5) Seeing who is connected, and identifying Locks
I only use SQL Server Management Studio to:
1) Set up my Instance
2) Create Database (name only, not the schema)
3) Assign Users/Roles/Permissions
I use SDE, but this runs in the background allowing me to do what I need to do.
Personally, I found the SDE Command Line to be obnoxious, exceedingly difficult, and cumbersome. We are a two person, very overworked GIS shop and do not have the time to learn the commands and syntax. I say use the dialog and check boxes it will make your life much easier.