1) No user interface.

2) BIDS as the user interface.  Very flashy, dramatically reduces performance.

3) Windows forms through scripting task

The first technique I’ve used involved:

Creating a windows form in VS2005.  Add a public property for communicating with the calling script.  Copy the code for the partial class and the code behind class to a single class, put it in the Scripting window.  Add a reference to System.Drawing.  Add import statements for System.Windows.Forms & System.Drawing.  Make initialize components visible.
New up the form class, call intialize components, and .Show()

Add a Do/While loop, with a System.Windows.Forms.Application.DoEvents()  keep the script from exiting and closing the form and to let the window respond to events while polling the public property on the form.

Some day I should rewrite this entry and make it more clear.