I use Komodo IDE so "run the script" is F5. Set a break point is a single mouse click. Examine the contents of a variable when stopped in the debugger is hover over the variable or look in the "Locals" tab of the debug window.
I use Komodo under Windows, although it is available for Linux and Mac where I guess it works much the same. You may find that Padre works in like manner for you, although I've not used it to any extent myself. Note that both of these work in a GUI.
Update: Oh, I should have mentioned that the script is saved before it is run, with or without confirmation (your option).
True laziness is hard work