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script can be used to execute a string of commands. However, it can refer to a graphical shell provided by a graphical user interface (GUI). Shells are often used to invoke or "launch" another program; additionally they can have capabilities such as viewing the contents of directories.
sh is the default shell, which in 1.0.5 and 1.0.6 is ash or bash
(In 1.0.6, SHELL seems to point to bash, but the command line seems to nevertheless default to ash.)
ash is the simplified BusyBox version of bash (BusyBox v0.60.5 in 1.0.6)
Bash Bash has become a de facto standard for shell scripting on all flavors of UNIX.
The bash is GNU bash 3.00.0(1) in 1.0.6.
Other shells like ksh or csh have specialized capabilities like support for mathematic functions.
You will find those on university systems.
We had one program once, that required csh, so you can extract it from this archive:
Advanced Bash−Scripting Guide. An in−depth exploration of the art of shell scripting.