IDE Scripting (think VBA):
Visual Studios Tools for Applications (VSTA) which supports VB and C#. It's the current supported microsoft solution and is meant to replace VSA and VBA. They neglected it for a while but have taken it back up. VSTA is like VBA and exposes an IDE. The end used will need to install VSTA on their machine which is free.
http://www.microsoft.com/en-us/download/details.aspx?id=38806
Straight Text scripting:
PowerShell
http://blogs.msdn.com/b/kebab/archive/2014/04/28/executing-powershell-scripts-from-c.aspx
Roslyn (this is superseding CodeDom but is still in the preview state)
https://roslyn.codeplex.com/
http://msdn.microsoft.com/en-us/vstudio/roslyn.aspx
CodeDom (a little heavier than you might want)
http://msdn.microsoft.com/en-us/library/y2k85ax6.aspx
http://www.codeproject.com/Articles/12852/Compile-and-Run-VB-NET-Code-using-the-CodeDom
http://www.codeproject.com/Articles/3289/Dynamic-Code-Generation-and-Code-Compilation
DynamicMethod (I like this because I can define the code as a function with specific parameters and returns. It narrows scripting to exactly what you want)
http://msdn.microsoft.com/en-us/library/system.reflection.emit.dynamicmethod.aspx