the Authorize attribute by default will just check that the role is allowed to perform the action at all, regardless of the parameters applied to the action. You can put it on the controller class if you want to secure all actions using the same rules.
You can write your own authorization attribute(s) if you like, the recommended practice is to inherit from the Authorize attribute and add any logic you like by overriding the AuthorizeCore method as given in an example here: http://davidhayden.com/blog/dave/archive/2009/04/09/CustomAuthorizationASPNETMVCFrameworkAuthorizeAttribute.aspx
There's no out-of-the-box user admin capability other than the tool you're referring to, but you can add that functionality in if you like, the Membership API is pretty well documented (it's the same as for classic webforms, just the UI changes). You could also write your own code here to, for example, take in an xml or excel file and create the accounts in a bulk fashion.
http://www.4guysfromrolla.com/articles/120705-1.aspx is a good write-up of all things Membership in ASP.Net 2.0; with the exception of the controls (e.g. <asp:Login />) most of the info there is still current.
If you're running an Active Directory environment, you could also elect to use Windows authentication w/ the ActiveDirectory providers; that'd be a change in your configuration file (web.config) to enable the other provider.
If you're using the included SQL providers, then you could choose to do bulk operations on the db using the various stored procedures that they included, if you prefer that over the configuration tool; that's not too hard, either, if you're more comfortable w/ sql.
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