You can start by enabling the scripts menu and running scripts from there. Then move on to using
LaunchBar or
FastScripts or
Butler or whatever, which are especially useful for launching scripts with a hotkey.
Enabling the scripts menu is a system-wide thing, not just an OmniFocus thing. From Finder navigate to the Utilities folder inside the Applications folder. Then open the AppleScript Editor application. Go to Preferences. On the General page select "Show Script menu in menu bar". I also have "Show Computer scripts" checked and "Show application scripts at:" set to top. Now close the preference panel and close AppleScript Editor.
Now, on the
right side of the menu bar you'll see the scripts menu at all times and the contents of the menu will vary depending on the front-most active application.
Back to the Finder, start from your home folder and navigate to Library/Scripts/Applications. If the Applications folder doesn't exist yet go ahead and create one. Then inside of the Applications folder make an OmniFocus folder. Now any script you drop into that OmniFocus folder will show up in the scripts menu when OmniFocus is active. Just click and run!
I don't use LaunchBar so I can't explain the process, but you might want to use that once you've found a script that you use a lot and you want to assign a hotkey trigger for quick access.
Oh, one other bit of advice... if you're copying the source code of a script or downloading a .applescript file then you need to compile it. Open it with the AppleScript Editor (or just paste the contents in) and then use Save As to save it into the OmniFocus folder as a Script. The saved file will have a .scpt extension and will be ready to run from the scripts menu.