Questions of Parsers

Scripts rarely do the parsing themselves. Usually, though not always, scripting environments come with a parser built in a different language. Parsers written in the scripting languages themselves are available for JavaScript (XParse) and Python (xmlproc and xmllib).
Scripts do an excellent job of building on the work of parsers. In most cases, scripts connect to the structures built by an XML parser to extract and process particular bits of information without requiring much knowledge of the underlying parsing machinery.
Parser choices may be limited by your scripting environment. While XML parsers are available in a wide variety of flavors - validating, non-validating and loading external resources, non-validating not loading external resources, plus namespace-aware or not - you'll probably have to adapt your code to the parsing structures built into the environment. While you could write your own parser, distribution and efficiency difficulties make that a hard road for most scripters.