Having posted about restricted `\write18` support in TeX Live 2009 (and MiKTeX 2.8), a message to the TeX Live mailing list now tells me that for the moment there’s been a change:

… we pulled the plug and try to fix it. The problem is that allowing `epstopdf` we in fact obliterate `openout_any` because `epstopdf` can write everywhere. As long as we are not able to provide a restricted `epstopdf` that only allows writing to subdirectories or similar we will unfortunately not have this feature …

So for the moment you still need to turn on `\write18` explicitly if you need it (at least with TeX Live: I’d imagine that MiKTeX will be updated with the same change). I hope that a solution can be found to provide easy to use `\write18` for a subset of ‘safe’ programs, but for the moment we have to wait.