Windows Script Host (WSH) is the standard scripting environment on all versions of Windows since Windows 98. You can use it to execute scripts written in a variety of languages, JScript, VBScript, Perl, Python - any language that has a compliant WSH engine. WSH will more or less be superceded by PowerShell V2 which will ship with Windows 7 - there's even a cool new Integrated Script Environment (ISE) in the box. However, WSH will still be around for a while and it's a simple solution for working with Windows Management Interface (WMI) so I figure it's worth a mention.
If you're working with VBScript or JScript and running within the Windows Shell , debugging is a piece of cake. Just pass /X on the command line to cscript.exe and WSH will break into the debugger. Make sure you have Visual Studio or similar installed.
cscript.exe /X myScript.vbs