This is a little tip for users of plugins, not very helpful for developers.
If you like trying out a bunch of scripts, but hate having to open your .gimp-2.6/scripts folder each time to copy the .scm file over, just make a file called "Install_GIMP_script.bat", put in in eg. "C:\Program Files\Gimp 2.0\bin" or, well, anywhere you want actually, and put this one line into the file:
copy %1 "%userprofile%\.gimp-2.6\scripts\"
Then, shift-right click on a .scm file that you've downloaded, and select "open with", find your .bat file (eg in "C:\Program Files\Gimp 2.0\bin\Install_GIMP_script.bat") and tick off the option to have this as your default application for .scm files. (Read more about default apps in Windows here.)
Now you can just click a .scm file in your browser, and it should get copied automatically to your scripts folder :-)