While it is correct that scripts inside an action will be lost on restart, if you can live with only one actions set the following will work:
Assign your scripts to multiple actions with 'insert menu item', once done save the action set from the panel flyout menu. Went you launch Illustrator, first open a document (builds the scripts list internally), and then select 'replace actions' from the actions flyout menu, and select the file you saved. Your actions will be restored with the links to the scripts intact. If you alter your actions you'll obviously need to save them again before restart. Tested on CS4 and CS6 on Windows Vista/7.
An alternative if you have a Wacom professional tablet (Intuos) is to assign Popup/Radial/HUD Menu to a pen button and then your scripts to the menu items in that menu, or directly to the expresskeys on the tablet itself:
Use the 'keystroke' type, and enter 'Alt+F R [first letter of script name]', e.g. to run a script called 'test.jsx' in the root of the scripts folder, enter 'Alt+F R T'. If you have multiple scripts starting with the same letter, adding the '&' character to the file name will set the keyboard shortcut letter. e.g. te&st.jsx will still display as 'test' in the illustrator script menu, but 'Alt+F R S' will activate it. This is for windows of course, not sure of the keyboard shortcuts on the Mac.
You can assign the pen buttons, the menu and the expresskeys on a per application basis in the Wacom control panel, so this can be setup just for Illustrator, i.e. my pen side switch is Right/Middle click in most programs, and Popup Menu/Spacebar (for easy panning) in Illustrator, and I have different menus items setup for different applications.
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