Something even better than bookmarklets for being able to run your own Javascripts against other people's web pages. Greasemonkey is a Firefox add-on which allows you to automatically run user Javascripts on any or all web pages, Turnabout is an IE plugin to do the same and Opera has the functionality built-in.
Opera supports user javascripts directly. You just need to tell it where you've put them.
Make debugging your Javascripts easier with this user script that will add a "View Source" link to the bottom of all of your pages so that you can see how they look to the broweser after your Javascripts have all run.
This user script for Internet Explorer and Firefox disables the proprietary onbeforeunload event that a lot of exit blockers use to create in page alerts to try to stop you leaving their page.
The Opera web browser always forces iframe content to appear in front of anything else in the web page. Since other browsers don't do this you may find sites where their page is unusable because dropdown menus or other navigation options end up behind the iframe. You should of course request for the webmaster to fix their site but in the meantime you can remove the iframe yourself.
Review of Greasemonkey Hacks by Mark Pilgrim
Visit the Greasemonkey site to obtain your own copy and for information on how to use it with Firefox.
How to install and use User Javascripts with Opera.
IE7Pro is a must have plug-in for Internet Explorer 6 and 7 running on Windows XP. It not only allows you to run user scripts in IE the same way you can in Firefox and Opera but also provides a number of other features such as ad blockers that other browsers have and IE lacks.
The ultimate repository of user javascripts for use with Opera and Firefox.
A repository of user javascripts written specifically for use with Opera.
This user script can be used to convert any bookmarklet into a user script.