We do not intend for people top be able to add things to the Site Settings page or to Page Settings. Those are important pages that already have a lot of important responsibilities and we do not want people adding custom code or more server controls there because there is too much potential to break those important pages by asking them to be responsible for additional custom functionality. Also there are limits to how many input elements can be on a page in asp.net, as it is we have had to move things out of those pages onto other pages in the past to reduce the number of controls on the page.
You can add links to your own pages int he Admin menu, and you could also add links to your own pages in the layout.master file of the skin and make them only visible on certain pages or for certain users.