If non of this helps...

Make sure to check out the annotations of how to post a syntax-error-question at the end of this post!

before even looking at the script

Scriptname: not like an existing class!
Don't call your script 'GUI' or 'Raycast'. Take a more unique name.

Scriptname: special characters may cause hickups
Rather not call your script 'Hy-phen', 'Some.dot', 'Under_score' or '1NumberAtTheStart'

Extension must match content
javascript-code in a .cs file?
c#-code in a .js file?

get to the error

click on the bottom-line of the unity-editor to open the console (= the log-file where you see debug-output, errormessages and warings).

Note: don't worry if you have millions of errors.
The amount of error-messages says little about how good or bad your code is!

often, a single problem makes the compiler throw hundreds of errors because it missreads subsequent lines of code that are actually ok.
once you solve that one issue they may disappear by the dozen.

On the other hand, if only a single error shows up that does not mean there's little wrong..
That might only be because that error is so bad that it stops the compiler from checking further.
That hides any amount of other errors who will show up as soon as you fix the first one.

If you have compiler-errors, hit 'clear' just to be sure you only deal with the interesting parts.
leave out this step, if you have runtime-errors!

*read* the *first line* of the *first* error-message.
Sometimes it's very cryptic or misleading for a beginner but sometimes it acutally tells you straight out what you have to do.

Double-click on the error-message.
It opens the script and puts the cursor in the line where it gets the error.
(The error-message also tells you which line and position; that looks like so: (13,61), meaning Line 16, position 61)
Note: most of the times this is only a *rough estimate* of where the problem really is.

Compiler- & Syntax-Errors

'Compiler-Error' is more or less a synonym for 'Syntax-Error'
Compiler is the thing that translates your script into binary-code (the 010101101-stuff) that the computerhardware can work with
Syntax means the Grammar of a Script. People are smart and usually can figure out the essence of a sentence based on vocabulary.
Computers, by contrast, are stupid. They need you to stick to grammar very strictly to get what you mean.

all the following explanations confuse you only ever more? This might lift *some* mysteries:

Scripting-superbasics

and maybe some of this

Frequently asked beginners questions

Errors and their most common causes

'Common', not 'exclusive' -> if this doesn't work for you, also check the 'general checklist' below!

Note: I just collected the information I found on UnityAnswers.
This is probably far from complete!
If you find something wrong or like to add stuff, please do!

General

UCE0001: ';' expected. Insert a semicolon at the end
Usually you miss a ';' in the respective line,
http://answers.unity3d.com/questions/14810/lerpz-tutorial-multiple-errorshelp.html
Or you have a ';' too much in the code above,
http://answers.unity3d.com/questions/24791/never-used-an-animation-script-before-please-help.html
Or you missed {} around several stuff in a if-statement or loop
http://answers.unity3d.com/questions/26921/c-error-with-if-statement.html

Script 'X' has not finished compilation yet. Please wait until compilation of the script has finished and try again.
Check the link. SpikeX gives a good list of advice what to try.
Scripting MonoImporter Not Generating a md4digest
You created a completely empty Scriptfile. This error should go away if you write some code or hit 'clear' in the console.
ScriptError: Update() can not be a coroutine.
http://answers.unity3d.com/questions/29276/why-do-i-get-error-when-using-yield.html#
expected EOF (='end of function'):
you missed or missplaced a ' } '

JavaScript-Specific

BCE0004: Ambiguous reference.
It's unclear what you are referencing. It's well explained here:
http://answers.unity3d.com/questions/37839/what-does-bce0004-ambiguous-reference-error-mean.html

BCE0005: Unknown identifier 'X'.
You are trying to use a variable or function that has not been defined.
Most likely misspelled or forgot to declare 'X' properly.
or you did not define the path to 'X'
http://answers.unity3d.com/questions/51354/bce005-unknown-identifier-kdefaultraycastlayers.html
http://answers.unity3d.com/questions/31996/unknown-identity-itween.html

BCE0011: An error occurred during the execution of the step 'X'
A rare Error. Not enough information...

BCE0017: The best overload for the method 'X.(Y)' is not compatible with the argument list '(Z)'.
You probably used function X with values of type Z but it only can take values of type Y.
Put your cursor at function X and hit F1 to see the ScriptReference what kind of values Y are possible.
Or if it's a self-defined function you have to change the possible input-parameters.

BCE0018: The name 'X' does not denote a valid type.
This means Unity can't find a Script with the Name 'X'.
Likes to happen when you try to make c# and javascript work together.
http://answers.unity3d.com/questions/49502/how-do-i-fix-following-errors-help-please.html

BCE0019: 'X' is not a member of 'Y'.
This error sometimes has to do with variables/functions not being typed/type-casted correctly/at all.
http://answers.unity3d.com/questions/46681/android-bce0019-error-with-unityengine.html
http://answers.unity3d.com/questions/57167/bce0019-mesh-is-not-a-member-of-unityenginecompone.html
or missing the proper path to a variable
(especially popular: X.position instead of X.transform.position)
http://answers.unity3d.com/questions/54135/is-not-a-member.html

BCE0020: An instance of type 'X' is required to access non static member 'Y'.
most likely you spelled something with a lower-case first letter which should be upper-case.
e.g. gameObject which should be GameObject or particleEmitter which should be ParticleEmitter
http://answers.unity3d.com/questions/9613/accessing-non-static-members-in-a-static-function.html
http://answers.unity3d.com/questions/53251/missing-particleemitter-instance.html

BCE0021: Namespace 'X' not found, maybe you forgot to add an assembly reference?
This error has something to do with mono-dlls and there are rumors that it appears in connection with unity-bugs.

BCE0022: Cannot convert 'X' to 'Y'.
This probably means you are trying to do an operation in this line that requires type 'Y' to work, but your variable has type 'X'.
This can happen if you did not type your variable (correctly) right at the start.
You may try to cast the type with the as-operator.

BCE0023: No appropriate version of 'UnityEngine.X' for the argument list'(Y)' was found
You are calling some built-in function with wrong stuff in the ().
Looking in the Scriptreference for 'X' tells you what you can use.
(put your cursor at 'X' in the code and hit F1 to quick-find it in the Reference)
'(Y)' is telling you what you currently are using.

BCE0034: Expressions in statements must only be executed for their side-effects
You probably missed '()' when calling a function or a loop or if-statement, e.g.
Application.Quit; has to be
Application.Quit();
if (a==b){} else if {} has to be
if (a==b){} else if (c==d){}
http://answers.unity3d.com/questions/29832/applicationquit.html

BCE0043: Unexpected token: 'X'
This roughly translates to 'something bad happend somwhere around here'
Sorry... Check the 'general checklist'.

BCE0044: expecting 'X', found 'Y'
Sometimes you are actually missing 'X' exactly in that place... but often enough it's something else.
Sorry... Check the 'general checklist'.

BCE0048: Type 'X' does not support slicing.
A rare Error. Not enough information...

BCE0051: Operator 'X' cannot be used with a left hand side of type 'Y' and right hand side of type 'Z'
You may be trying to do (math) stuff with types that don't match (e.g. multiply a GameObject with a Number)
http://answers.unity3d.com/questions/32581/fixing-a-bce0051-error.html
Or you try to do stuff with an undefined Variable
http://answers.unity3d.com/questions/145556/destroy-on-range-command.html

BCE0055: Internal compiler error: Cannot cast from source type to destination type.
A rare Error. Not enough information...

BCE0070: Definition of 'X' depends on 'X' whose type could not be resolved because of a cycle. Explicitly declare the type of either one to break the cycle.
This can occure when you use recursion (a function that calls itself)
Such a function has to be typed as IEnumerator or replaced by a while-loop

BCE0077: It is not possible to invoke an expression of type 'X'.
Unity is trying to treat 'X' like a function (probably because you put () after it), but that doesn't work.
http://answers.unity3d.com/questions/28731/help-bce0077-it-is-not-possible-to-invoke-an-expre.html

BCE0089: Type 'X' already has a definition for 'Y'.
In script 'X' you probably have two functions with the name 'Y'.
Remove or rename on of them.

C#-Specific

CS0019: Operator 'X' cannot be applied to operands of type 'Y' and 'Z'
Pretty self-explaining: The math-stuff you are trying to do can't be done with something of type Y and of type Z.
e.g. can't multiply transform.position (a Vector3) with transform.forward (another Vector3).
Maybe you typed one of the variables wrong?

CS0029: Cannot implicitly convert type 'X' to 'Y'
You are trying to do something that can only be done with variables of type 'Y' but the variable us use has type 'X'
This error likes to pop up when you try if(something) and something is not of type boolean.
http://answers.unity3d.com/questions/23866/compile-errors-for-script.html
Thanks to the error you already know what the type of 'something' actually is (e.g. float) so sometimes you can work around with something like if(something != 0.0f)

CS0101: The namespace 'X' already contains a definition for 'Y'
Quote Peter G: You have multiple classes (scripts) with the same name. Change the name of one of them
http://answers.unity3d.com/questions/49502/how-do-i-fix-following-errors-help-please.html

CS0103: The name `X' does not exist in the current context
Maybe you miss a namespace. (A 'using System.Something;' at the beginning of the Script)
http://answers.unity3d.com/questions/47551/my-c-script-give-me-an-error.html
Or you did not extend from a proper class (normally 'MonoBehaviour')
http://answers.unity3d.com/questions/130923/random-animation.html#

CS0106: The modifier 'X' is not valid for this item.
A rare error. Not really enough information.

CS0116: A namespace can only contain types and namespace declarations
A rare error; Probably messed up {}

CS0117: 'X' does not contain a definition for 'Y'
You are trying to access a Variable or Function 'Y' in a Script or built-in class 'X' but that class doesn't have that.
Maybe you named your script like a built-in class?
http://answers.unity3d.com/questions/141594/error-cs0117-resources-does-not-contain-a-definiti.html

CS0119: Expression denotes a `type', where a variable, value or method group was expected
You probably missed the 'new'-keyword
http://answers.unity3d.com/questions/56352/set-the-position-of-a-transform-object.html

CS0176: Static member `X' cannot be accessed with an instance reference, qualify it with a type name instead
A rare Error.

CS0230: Type and identifier are both required in a foreach statement
A rare error; a foreach-loop is missdefined. Maybe you want a simple for-loop anyway?

CS0246: The type or namespace name `X' could not be found. Are you missing a using directive or an assembly reference?
You probably misspelled 'X'
http://answers.unity3d.com/questions/14223/error-cs0246-the-type-or-namespace-name-rect-could.html
'X' denotes a Script that does not exist/has a different name
http://answers.unity3d.com/questions/24915/script-compile-error-script-is-in-c.html

CS0266: Cannot implicitly convert type `X' to `Y'. An explicit conversion exists (are you missing a cast?)
A rare Error. You have variables of type 'X' but try to do stuff with them that can only be done to variables of type 'Y'.
But their types are not all that different (e.g. both number-types) and they can be converted. You just need to find out how :p

CS0283: The type 'UnityEngine.X' cannot be declared const
Quote Mike 3: Only the C# built-in types (excluding System.Object) may be declared as const.
You may want to look into readonly instead - very similar, but allows writing at construction time

CS0308: The non-generic method 'X' cannot be used with type arguments.
A rare Error.

CS0649Waring: Field is never assigned to, and will always have its default value 'X'
A rare Warning. Check out the post to get rid of it:
http://answers.unity3d.com/questions/60461/warning-cs0649-field-is-never-assigned-to-and-will.html

CS1061: Type 'X' does not contain a definition for 'Y' and no extension method 'Y' of type 'X' could be found (are you missing a using directive or an assembly reference?)
A rare error; the only one I found was because of a misspelling...

CS1519: Unexpected symbol 'X' in class, struct, or interface member declaration
quite likely you missed a ' ; ' in the line above the error.

CS1520: Class, struct, or interface method must have a return type
A rare error. The ones I found were due to misspelling.

CS1525: Unexpected symbol 'X'
This roughly translates to 'something bad happend somwhere around here'
Sorry... Check the 'general checklist'.

CS1526
A rare error. Not enough information...

CS1612: A new expression requires () or [] after type
A rare error. Not enough information...

CS2011: Unable to open response file: 'X'
A rare error. Not enough information...

CS8025: Parsing error
A problem with your class-definition.
Probably either missed your ()
http://answers.unity3d.com/questions/130009/whats-worng-with-this-please-answer.html
messed up your {}
http://answers.unity3d.com/questions/63129/unable-to-find-solution-for-errors.html
or you missed a ' ; ' in the lines above class-definition
http://answers.unity3d.com/questions/45371/what-does-error-mean-i-got-it-from-this-line-of-sc.html

Shader-Specific

C5013: profile does not support "for" statements and "for" could not be unrolled.
Quote Mike 3: 'Try using a higher shader profile, e.g. #pragma target 3.0'
http://answers.unity3d.com/questions/17772/solved-cg-error-profile-does-not-support-for-state.html#

My error looks nothing like any of the above. Much more scary!

!slot->GetLocalAABB().IsValid()
Probably something is wrong with your scale
http://answers.unity3d.com/questions/8276/what-causes-error-sh-maabbisvalid.html
http://answers.unity3d.com/questions/11016/what-does-slot-getlocalaabbisvalid-mean.html

General Checklist

Scriptname: not like an existing class!
Don't call your script 'GUI' or 'Raycast'. Take a unique name.
http://answers.unity3d.com/questions/46651/networking-problem-please-help-javascript.html

Scriptname: special characters may cause hickups
Rather not call your script 'Hy-phen', 'Some.dot', 'Under_score' or '1NumberAtTheStart'
(I'm not sure on the exact rules, but better save than sorry...)

Extension must match content
javascript-code in a .cs file?
http://answers.unity3d.com/questions/21592/i-cant-figure-why-im-getting-a-parsing-error-with.html
http://answers.unity3d.com/questions/142523/parsing-error-no-idea-what-it-is-or-what-the-probl.html
c#-code in a .js file?
http://answers.unity3d.com/questions/48992/using-for-in-unity-script-help.html
http://answers.unity3d.com/questions/32814/unexpected-token-collider.html
shader- or any other code in a .cs or .js file?
http://answers.unity3d.com/questions/31856/unlitalpha-shader-script-not-working.html
http://answers.unity3d.com/questions/47286/unitymasterproject.html

case-sensitivity and typos (missed or added a letter; added a space)
These are viciously hard to spot!
- 'myVariable' is not the same as 'my Variable'
  http://answers.unity3d.com/questions/149429/script-help.html
- 'myVariable' is not the same as 'myvariable'
- 'myVariable' is not the same as 'myVriable'
- 'transform' is not the same as 'Transform'
  http://answers.unity3d.com/questions/148876/uce0001-expected-insert-a-semicolon-at-the-end.html
- 'update' is not the same as 'Update' ('update' is not *wrong*, but it won't set anything off!)
  http://answers.unity3d.com/questions/64770/please-help-me-with-this-boolean.html

check your {}- and ()-pairs!!

mixed up ' . ' ' , ' and ' ; '
missed a ' ; ' somewhere near the line where the error is thrown
added a ' ; ' somewhere near the line where the error is thrown
especially popular to happen after if(), for() and while().
http://answers.unity3d.com/questions/56926/why-is-this-giving-me-an-error.html

added //-comment (thus having stuff commented that is required, especially ' ; '
http://answers.unity3d.com/questions/118785/when-i-try-to-run-the-island-demo-on-unity-3-i-get.html
linebreak in a //-comment (thus having stuff not commented)
http://answers.unity3d.com/questions/34937/script-wont-run-level-platformer-tutorial.html

= instead of == when trying to compare stuff
http://answers.unity3d.com/questions/46972/scripting-problem-with-if-statements.html http://answers.unity3d.com/questions/148876/uce0001-expected-insert-a-semicolon-at-the-end.html
== instead of = when trying to assign stuff
http://answers.unity3d.com/questions/43143/help-expecting-found-problem.html

Scripts (=Classes), Functions and Variables should always have unique Names.
Don't have a Script 'DoSomething' and a Function 'DoSomething'.
http://answers.unity3d.com/questions/23286/the-best-overload-for-the-method-unityengineobject.html#

can't define a function inside another function
function Update() { function MyFunction(){} } doesn't work
http://answers.unity3d.com/questions/30200/help-me-debug-this-code.html
http://answers.unity3d.com/questions/34283/could-someone-tell-me-whats-wrong-with-this-script.html

all referenced Scripts must exist and have the variables that are accessed.

did not give a type to parameters in function-declarations or loops
http://answers.unity3d.com/questions/21674/what-is-wrong-with-this-c-code-i-have.html#

array missdefined
http://answers.unity3d.com/questions/57669/error-with-array-declaration.html

'If' something 'else' should be done after 'if', you need 'else' :p
http://answers.unity3d.com/questions/125965/correct-script.html

Special characters in variable- or functionnames may cause hickups
http://answers.unity3d.com/questions/54388/unexpected-token-.html

Instantiating Prefabs just by calling their name does not work
http://answers.unity3d.com/questions/154072/instantiate-coming-up-with-errors-for-unknown-reas.html

Don't copy a Projectfolder inside your Projectfolder http://answers.unity3d.com/questions/56024/cant-start-must-fix-all-comiling-errors-oxfffd.html

may not rename plugins and have to put them in the apropriate folder
http://answers.unity3d.com/questions/31996/unknown-identity-itween.html

c#-only: all functions need to be inside the class-{}

Posting a Question when having a Compiler-Error

Title should contain:
- language (c#, javascript or boo)
- what error (not the code-name but something along the line 'compiler-error: found , expected .' etc.)
Tags should contain
- 'error'
- 'syntax-error'
- '[error-code]' (e.g. 'bce0044');
- additional Tags as needed.
Question should contain:
- Complete first line of the first errormessage
- Scriptname and Extension
- what language you are using
- code
  - select the code and hit the 101010-button to format
  - Mark the exact line, where the error occures. e.g.:
    var backgroundStyle : GUIStyle = new GUIStyle() /**** <- ERROR happening HERE ****/
  - If it's a short script, post it completely
  - If it's very long, only post sniplets; add if asked for more
    - tell that you only posted a sniplet!
    - roughly describe where the code is (e.g. 'inside a for-loop in function Update' etc)
    - Be sure to add at least a few lines of code above and below the line where the error occures.
    - If the error is about a variable, add the line where it is defined.

Good hunting! :) Greetz, Ky.