Platypus is a program for creating application wrappers around scripts, i.e. creating Mac OS X applications that execute a script they are bundled with. Scripts can thus be run transparently from the graphical window environment without having to resort to using the command line interface. It supports drag and drop on created apps and much more. Here's a (very outdated) screenshot:

The latest versions run on Lion/Mountain Lion and can execute scripts with administrator privileges via Apple's Security Framework.