Greasemonkey is a Firefox extension which lets you to add bits of DHTML (“user scripts”) to any web page to change its behavior. In much the same way that user CSS lets you take control of a web page’s style, user scripts let you easily control any aspect of a web page’s design or interaction. (from mozdev.org)
My favorite script so far is one that allows me to download video from Google Video called Google Video Getter. You can find many other useful scripts at Userscripts.org.