I started with Python then GameMonkey then Ruby, trying to find an easilly bound OO scripting language. I then tried to find any language, either procedural or OO, that would bind to C++ classes, and I came across AngelScript. I wasn't overly impressed by any of them. I'm currently tossing betweening Python and AngelScript.
It seems that imbedding languages into C++ is far more unwieldy that I'd expected, whereas binding a scripting language to a .NET language or Python would be relatively easy by comparrison (I assume Java as well but I haven't really checked). But since C++ is currently my language of choice I'm stuck. I guess the moral of the story is that if you looking to do things the easy way don't pick a language as low level as C++.
My challenge now is to try and find some way to provide a simple interface for whichever scripting system I select.