Suppose I have a script in
How do I run that script, when a new instance is booted? (I'm used to using the point-and-click control panel Amazon has...)
to /etc/inittab will make init execute go.py as root when the server hits runlevel 3.
That'll probably suffice for your needs.
Since the OP posted his original question, there's been a lot of work done with Ubuntu cloud-init. If you're using an Ubuntu server on for EC2 (we use it almost exclusively in production), it's quite easy to specify a Python script to be executed when the instance is created.
Cloud-init supports mulit-part input, so you can insert both an upstart job and have it run a user-data script.