My Favorite way to do this is with Groovy Grapes. These access the Maven Central Repository, download the referenced jar, and then put it on the classpath. Then you can use the library like any other library. The syntax is really simple:
@Grab(group='com.google.collections', module='google-collections', version='1.0')
You can read more details here. One major advantage here is that you don't need to distribute your dependencies when you distribute your script. The only drawback to this method is that the Jar has to be in the Maven repository.
