This tutorial is pretty awesome for explaining the basics, and you end up with a nicely styled options panel at the end of it too. There are a few such tutorials around, it’s surprisingly easy to get the hang of.
I’ve never tried it but you should be able to add a bit of PHP checking whether the current user has a high enough permission level and displaying an error message if not, or just to stop it from adding the link to the options page in the first place. Best to get familiar with how to actually build the page first, however.