Currently the only way (as far as I can tell) to create a geography::Point() that has elevation and measure defined is to use STPointFromText like this:
-- here elevation is 1082, and measure is 66
select geography::STPointFromText('POINT(43.00000 -115.00000 1082 66)', 4326)
You should also be able to create one like this directly from the Point() constructor and not having to pass WKT (which is slow because it involves string parsing). But this doesn't work because the ctor only takes Lat,Lon. That is, you can only do this:
What I want MS to do is to add a Point() ctor that allows you to specify elevation and measure like this:
While I'm at it, there's a doc bug on the page describing Point() ctor: http://technet.microsoft.com/en-us/library/bb933811.aspx
that page says that latitude is the x-coordinate. any map maker can tell you that's false. lat=y, lon=x, assuming x runs east-west and y runs north-south.