SimpleScriptRunner.exe <server> <database> <path to sql scripts>
I like to call it from a post build event in a VS project like so:
SimpleScriptRunner .\sqlexpress $(SolutionName)Db $(ProjectPath)
If the database doesn't already exist, it will create it. The scripts are run in numerical order (you need to call them something like 0001 - First script.sql), and any scripts that have been already executed against the database are skipped*.
I had been using MigratorDotNet for my migrations, and its probably a better tool as it can target databases other than SQL Server, but if you're using a lot of MS SQL Server, you might find this handy.
You can find it here on google code.
*actually if you modify the most recent script, it will re-execute it. This is a good thing when you are developing.