This plugin does pretty much what you want:
http://www.laptoptips.ca/projects/tinymce-advanced/
After you install the plugin, it’ll put a new button on the wp admin toolbar where you can configure stuff. Drag the new ‘styles’ dropdown to the tinymce toolbar, add new styles to the css file in the plugin directory, Ctrl + F5 to get everything to reload, and there you have it.
