That depends on the script and where you want it used.  You can use Script on your site.  They way you do it.... depends on what the script is and what it does.

If you have a script you want executed on every page of your entire site.... then you just modify the Default.ASPX page and add your script to it.

If you want to add script to specific pages.... and the script isn't very complicated... then just use a Text/HTML module.  (Change all double quotes to single quotes.)

If you need something a bit more complex where you need full control of where the script is inserted... then you will need a module to handle that.  H2O will do that for you, but that's a little over-kill if you just need to work with Java script.

What is your script and where do you want it?