What is your preferred way to start a (shell) script from the GUI?
You can use an app like Platypus.
Platypus is a developer tool for creating application wrappers around scripts. In other words, it creates Mac OS X applications that execute a script which is bundled within the application. Command line scripts can thus be run transparently from the graphical window environment, integrating seamlessly with the user interface.
I've used Quicksilver to accomplish this task. You can initiate scripts either through assigning triggers or by manually typing in the process, script, etc., name and telling QS to run in a terminal window.