If you schedule a TSQL Job in SQL Server 2008 R2 and additionally need to copy files with it, is it better just to use a script? I noticed that alot of backup jobs are scheduled using SQL Server 2008 R2, but we have a system here at work that also requires the backup of a directory in addition to the database contents.  I've written a batch file that calls sqlcmd and calls a TSQL script to backup the database; the script also includes copying the directory and logging the result of the operations.

(And yes, I probably should have used powershell instead...)

I would use the SQL Server Job functionality as it has email notification of failures, event loggins and other perks that my batch file does not; but I don't see a way to work copying the directory into that in a all or nothing approach; so is it possible to work copying a directory into an SQL Server Agent Job?
Even though you can use xp_cmdshell to copy the directory, I would not recommend to do it using SQL Server.

You were right in thinking of using PowerShell and/or robocopy to copy files or directory to wherever you want. Powershell will even allow you to send email once the task is completed.

Currently, in my company, we use native sql server backups with compression and then have powershell scripts kick off the move to backup server on a different schedule.