Hey amazing helpful people, the site for Sony Vegas says the following:
"The Available toolbar buttons list presents all of the buttons that are not currently showing in your toolbar, but that you can add to it if you want to. Scroll though the list and note all that it has to offer. Note that buttons for Vegas Pro scripts show up in this list, so if you have a script that you use quite often, you can add a button for that script to your toolbar."
However I can't find it in the Customize Toolbar menu. I'm running Vegas 12. Am I an idiot?
This screenshot is from Pro 10 but it's the same for any version of Vegas Pro. Double click on a blank space on the Toolbar. Scroll down on the window that comes up to get to the script you want and Add it. That's all there is to it. Repeat as needed :)