There are two distinct types of scripts: javascript, code which you can embed in your page and will be executed on the client by the browser; and server side scripts, mainly PHP and ASP, but also CGI or Perl, which are run on the server and are much more powerful.
The good news is, it's not difficult to find either type. Here's where...
ASPWebPro Not as big as some, but all free.
DynamicDrive Mainly javascript, but a lot of other fine tools for enhancing your website.
HotScripts A massive archive of server side scripts, plus a few other goodies as well.
PHPFreaks A substantial script repository.