ok, i have to admit that so far, i've only had a look at applescript studio, never done anything with it. but /developer/examples/applescript studio/mixed bag looks like the answer to your question.
i personally have used nstasks with osascript. quite easy and very handy if you just want to execute one fix applescript command, also works for longer applescripts which you can dynamically create. just seperate the single lines with "\n" and pass them all to osascript with "-e" as first argument.
i've played around with nsstatusitem and wrote a small faceless app that just sits in the upper right corner of your menu bar all the time and displays all pictures from a given folder and lets you choose one that it then sets as desktop background. just to get to know the nsstatusbar apis. applescript is a lot nicer to set the desktop background, so i use that. very nice.