ssh-keygen -t dsa
And that will create an id_dsa.pub file in your ~/.ssh folder (By default, you can set it in other places if you want). Anyway, copy the content of that file (it should be just one line) into the ~/.ssh/authorized_keys file on the server you want to login. Now whenever you ssh username@server you'll access it straight away without any password. And scp also works without password so you can write those scripts.
Update: dsa doesn't seem to work anymore. Try using rsa.