Question: Is there a way to start up a mathematica front end (GUI) from a (Windows) command prompt and have it eval a notebook without further user action?

even though mathematica.exe takes the -run and -initfile options they dont work the same
as they do with math.exe. (-run ''<<file.m'' wants to open a file named ''<<file.m'' for example)

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Thanks. The first answer looks promising, however I get 
FrontEndObject::notavail
A front end is not available

(per docs it is "UseFrontEnd" by the way.)

Perhaps a path issue, however even after setting $FrontEndLaunchCommand no joy..

Re: Initialization Cell -- that simple answer would seem to do exactly what I need excepting for the "do you want to run initialization.." nag box. If there is an option somplace to automatically start a kernel and run initialization cells that would be really useful to know.

I'm running 6.0 by the way.

Answer: 
It is not the FrontEnd that does the evaluation but the Kernel. You can use [MathematicaScript](http://reference.wolfram.com/mathematica/ref/program/MathematicaScript.html) to automate it.
If this is for a specific notebook, have you tried setting the relevant cells in the notebook to have the property [InitializationCell](http://reference.wolfram.com/mathematica/ref/menuitem/InitializationCell.html)? Or do you want to do this with any notebook? If the latter, Sjoerd's answer works better.