Unless you are working on WordPress core development you should not be writing anything but a:
- Theme
- Child Theme
- Plugin
- Mu-Plugin
- Drop-In
For the last two see: http://hakre.wordpress.com/2010/05/01/must-use-and-drop-ins-plugins/
I am out on a limb a little bit here but I think that is the exhaustive list, with the first three by far the most common.
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