There are a couple ways.  For a small amount of Javascript, use a text/html module, but instead of putting your Javascript in the edit text box, go to the Module Settings > Advanced and put it into the Header field of the module. If you already have a text/module on the page, just use that one instead of creating a new one just for the javascript.

If you want to make a link to an external JS file you can use the method from my blog post here:

Add a Javascript link to the Head section

Have another Javascript question and this seemed to be a good place to put it.

How do you correct the javascript problems caused by 2 modules that don't work well together on the same page.
Example:  Aggregator, and Tool Tip Pro?
You put both of these on a page and the Tool Tip mouse overs always error.
I am sure there are other examples people have seen.

Thanks!