Adding to brianleahy's comment - AppleScript is indeed an easy way to run shell scripts, and you don't even need to save them as applications. Inside the Applications>AppleScript folder you'll find a little doohickey called ScriptMenu.menu which provides a dropdown menu in the system menu bar. You can run any compiled script from there by placing it in a 'Scripts' folder in your own Library folder or the top level Library folder on your startup disk.
For up to date info on including shell scripts in AppleScripts, check out Apple's recent TechNote TN2065 on this subject at
http://developer.apple.com/technotes/tn2002/tn2065.html