Smartthinker does have a module like that but the underlying principle behind that functionality (that is, create a tab and set permissions) would be cake.  I think it is when you take it a few steps farther in saying that user "x" can add module "y" but not module "z" to a page that starts getting complicated.  Currently, except for Dave Buckner's control panel (TRTControlPanel) and possibly some others out there, you can't lock down the permissions to add a module to particular roles.  That is a problem because what if you have a pretty powerful module that you don't want Joe Blow putting on his MyPage?  Gets a little tricky there.

So yeah, underlying principle == easy; real implementation depends on actual features.