I've just switched from Windows to Ubuntu. Really enjoying it right now and haven't encountered any issues whatsoever. The only thing is that I'm really gonna miss a lot of useful things that Windows has.
That being said, I don't even know that Ubuntu doesn't have their own alternatives.
On Windows, you've got the Windows Script Host (WSH). You can use JScript or VBScript for example, to create scripts that perform a variety of tasks. You can save these scripts as .js or .vbs or .wsh files and double-click these files to execute their code.
Does Linux/Ubuntu have an alternative to the Windows Script Host?