Via Patrick ...

Jim's recent posting discusses how your own custom javascript files
can be part of the library of client-side script files for a SharePoint site
definition.

Ive got one more method to add to Jims list: behaviours which are components that encapsulate specific functionality or behavior on a page.

Behaviour components can easily be hooked into a sites custom stylesheet, e.g.

.ms-main{ BEHAVIOR: url(/_layouts/markstyle/feedback.htc);}