I like using shebangs to run my Perl scripts directly:
#!/usr/bin/env perl
What\'s the shebang for Go programs?
Go programs are compiled to binaries; I don't think there is an option to run them directly from source.
This is similar to other compiled languages such as C++ or Java. Some languages (such as Haskell) offer both a fully compiled mode and a "script" mode which you can run directly from source with a shebang line.