use the shift key… it will temporarily engage ortho which will lock the cursor to the x or y axis… it takes a little while to get comfortable/confident with it as there’s no color feedback but once you figure it out, it’s great… (once you’re on an axis or vector which you want, you can then press the tab key (toggle) to really lock onto that direction… sort of like press&holding the shift key in sketchup except you’re not limited to the x,y,or z axis…
yeah, that’s the one that’s the biggest bummer for me… it seems like there should be a much smoother way to go vertical while drawing in the perspective viewport… i’ve tried to bring this up a few times in the past with no success / takers 
a good example of how it could work is while youre dragging an object… drag an object then press the cmmd key and it will force vertical. i just wish there was a modifier key you could press while doing things other than dragging which will act the same way…
if you’re just drawing a line, it has a vertical option so you just enter V during the command it the line goes on the Zaxis… polyline doesn’t have a vertical option but some other commands do… (rectangle, circle, etc)… but even then, i always just want to press&hold a key which makes the cursor go up/down.
[EDIT]
but just to be clear, you don’t have to turn on ortho and turn off osnaps for elevator… to go vertical, you click a point (say the startpoint of a polyline) then you cmmd-click on that same point again and you’ll now be locked on the z-axis)… it just seems like an extra click plus you have to realign your cursor prior to making that extra click.