Is it possible to get something much like a guide in Photoshop, but such that I can set it any angle? I have Photoshop CS4 Extended.
Nope. Not in Photoshop. You can do this in Illustrator, but not (for some reason) in Photoshop. There are a few alternatives to achieve a similar thing:
You can also use the Vanishing Point tool to create an angled grid. Create a new layer and then in the Vanishing Point use the Create a new Plane tool to draw the angled guide as you want it. From the little options drop-down, select Render Grids to Photoshop.
A third option is to use the Ruler tool to rotate your whole image as needed. To do this, select the Ruler Tool (shortcut: I), draw an angled line with it, select Image → Image Rotation → Arbitrary… which will open Rotate Canvas dialog with your angle already set.
Not really guides, but here is my workaround:
1) Create a grid (you may use the pattern tool to fill an area, or the vanishing point as already described by others).
2) Convert that layer to a "smart object". This allows you to rotate, scale or move the layer without progressive degradation every time the layer is transformed.
I create my grids "to scale" (eg: 1 square = 50 feet); that allows sketching in photoshop using the grid as a reference.
No snapping unfortunately, but it works for me.
Hope this helps. Good luck!
Unfortunately you can't do that in Photoshop. The best approximation is to create a new top layer, use the Line tool on that layer, and then lock the layer.
You could also draw a path with the Pen tool. That has the disadvantage of not letting you see multiple paths at the same time, but the advantage is the guide line will look better when zoomed in.