firstly and most easily there is what drunna has said above.
Secondly, You can run linux service scripts by placing them in the related run level directories, I believe it is /etc/rcX.d/ where X is the run level. the script to start it must with an S and two numbers (for priority/ordering, most would default to 99 for non essential services). Starting the name with a K will kill the process at that run level which can be handy. I believe this is all right, but these things generally relate to services which require even more knowledge of what you are doing and creating script files to handle the service. From memory what appears in /etc/rcX.d/ are only soft links to scripts in /etc/init.d/
Thirdly there is the crontab that allows you to run scripts at certain times, it can be set to re-run a script every few seconds if I remember correctly or potentially once a month kind of thing...
There maybe other ways but none I can recall off of my head.