It depends to an extent on exactly what you want to do.
Some commands have recursion built-in.
For those which don't, generally, if you want to do something ad-hoc, then using Flat View or Find Files to get a list of files is a good approach. If it's not ad-hoc, then scripting probably makes most sense, and makes recursion extremely easy. (The example I linked doesn't recurse, but if you change a "false" to "true", it will, without any other changes.)