Alternatives to suid, for script and interpreted languages

On Unixes (including Gnu/Linux) suid/sgid (or file capabilities) is the only, native (all other ways use this way), way to escalate privileges. As a sysadmin, I like to write scripts as they are easy, and well adated to the task. **However suid and sgid is not honoured for scripts and other interpreted languages.** Therefore I would like to find some alternatives. (I don't mind general solutions, or special cases).