One of the most common Exchange admin tasks is setting mailbox delegations. Personally, I usually do this through EAC but once you're familiar with the Powershell counterparts, it can be quicker to use that instead. I've created this post as a reference to do just that.
In the reference below, the user "Ellen Somebody" requires access to the mailbox of "John Doe".
Send on Behalf
Set-Mailbox john.doe -GrantSendOnBehalfTo ellen.somebody
Send As
Add-ADPermission john.doe -ExtendedRights Send-As -user ellen.somebody
Full Access
Add-MailboxPermission -Identity john.doe -User ellen.somebody -AccessRights FullAccess -InheritanceType All