Script files, also called M-files, make MATLAB programming more efficient than entering individual commands. M-files are text files that contain MATLAB commands to perform specific tasks. They can be created and edited in any plain text editor or the built-in MATLAB editor. User defined functions are a special type of M-file that take inputs and produce outputs, with the function name and arguments specified in the first line. Strings in MATLAB are matrices of character elements that can be manipulated using various functions like converting between data types and extracting substrings.