Yes, a fully trusted application (any app with SecurityPermission w/ UnmanagedCode flag and UIPermission with AllWindows flag) can lanch standalone windows.
In some of your scenarios, it may be possible to use the Popup control to provide a dialog-like experience.
In future versions of WPF, we hope to enable standalone windows in the internet sandbox. As a part of the enabling process, as Ashish mentioned above, we will analyze both our implementation as well as provide some protection against phishing/spoofing. Unfortunately, due to time/resourcing constraints, bringing Window into this version's internet sandbox was not possible.
Your feedback here is really important to us - thank you!