It looks like AppleScript 2 in Leopard now supports # as a comment character, so it's possible to have a unix world-executable AppleScript, eg:
#!/usr/bin/osascript
tell app "iTunes" to pause
Save that as pauseitunes.sh and chmod +x it. Much better than the old 'here doc' method.
[robg adds: A comment on the queue review site indicates that you can name your script anything you like; it doesn't have to end in .sh. More info can be found in the AppleScript release notes.]

