Blender 2.53 (it is now 2.54, soon to be 2.55) introduced a new way of applying extensions (Python scripts basically). These are called Add-ons and they make playing around with scripts very easy to use and play around with. Blender 2.5x and add-ons are basically setup now in File > user preferences > Add-ons.
And there are a lot of them!
They can be enabled very easily by just clicking on the checkbox on the right-hand side. For example, here is the standard list of items that can be added to your scene by pressing Shift-A…

