While it's difficult to detect, some systems configurations allow scripts to be executed by clicking or double-clicking, and yours may
actually be running just fine; but the trouble is, since they are designed to be run by the shell, in a terminal (where the output would end up) or by the shell in non-interactive mode, you are not seeing any evidence that it is running. Scripts are not intended to really be 'double-clicked' -- they are supposed to be run from a terminal window.
You might be able to configure your system settings to change the "Run with..." property, and change that property to xterm or gnome-terminal or whatever terminal you want to use.
As a test, for the benefit of both of us, try this:
echo "hello world" >> testfile
save the above file as whatever you like, set it to 'executable', and then double-click it. If the thing runs, you will end up with a new text file named "testfile" in the same directory you are in, and it will contain the "hello world" entry. If this works, it proves that the script(s) do in fact run when clicked, but just that you cannot see them run.
Hope this helps a little bit! Good luck with your scripting. Fun stuff!!