How to tell an Applescript to stop executing

Question

Error number -128 is "User Cancelled", and will stop the script - for example:

if wmColor is false then
    error number -128
end if

"return" tells a script to stop executing:

display dialog "Do you want to exit this script?" with icon note buttons {"Exit", "Continue"}
if the button returned of the result is "Exit" then
  return
end if

For the specific case of an AppleScript invoked via osascript, it can be terminated, returning a status of 0 to the shell, by doing:

tell me to "exit"

Terminate, emitting a message and returning a status of 1, by doing:

tell me to error "{your message}"

The above writes a line like this to standard error:

{scriptname}: execution error: {your message} (-2700)

Here is an example that replaces the cryptic "-2700" and likely does what jefflovejapan is looking for:

tell me to error "Terminated by user" number 0

which writes this to standard error:

{scriptname}: execution error: Terminated by user (0)

and returns a status of 1.

I learned this by experiment, after reading: AppleScript Language Guide - error Statements

I found this works well for scripts running within an application (for example, InDesign CS5.5):

repeat 100 times
    tell application ("System Events") to keystroke "." using command down
    delay (random number from 0.5 to 5)
end repeat

This was modified from this answer.