I love client side JavaScript - I once wrote almost an entire shooping cart system with it - but I agree with Matthew that ad_form is your friend.
It's not as funky as doing real-time JavaScript/DHTML validating and alerting, but unless you REALLY need it, then use ad_form - it rocks(tm).
But to answer your question - anything that is not an adp tag just gets pumped out in the html output - so just use client side script tags like you normally would in an html file.