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If you need a progress bar to let know the user what's going on in your script, there are various utilities available:
-24u Appearance osax, a scripting addition which aids in the creation of interfaces for your scripts.
-Extra Suites, a background application with a large command base and a suite dedicated to "Interface Commands".
-AppleScript Studio allows you to create your own progress bar using Interface Builder and Xcode.
-You can also use iHook through a shell/perl script.
-And, finally, this solution from Bruce Phillips.
Also, you can use your own tricks. For example, if your script works in the Finder, you can create a folder and update its name with the progress. If your script works in TextEdit, you can create a new temporary window and inform the user writing text to such a window. Etc.