How to make a script that works all the time?

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I would like to make a script that would run all the time at server or at least at certain times, because I have some actions I want to do at certain times. For now I have a script that refreshes every 1 second and that is good, but only in case when user is on the site. When site is not opened, it doesn't work. Any solutions?

EDIT: What would be better choice of suggested solutions, cron job or PHP daemon?


Cron Jobs enable you to run scripts at specific times http://www.unixgeeks.org/security/newbie/unix/cron-1.html