AFAIK Lua is designed to be embeeded (e.g. for game logic). I don't know much about it.
But Python already has everything. If you have a W32-Standardinstallation you have (nearly) everyting - the batteries are included.

And what can be easier than Python? It supports a multiparadigm design, has just a few keywords, is easy to read (even if you gotta get used to it) and very clear.
Besides Ruby it seems to be one of the most upcoming so called "Scripting Languages" for the web.
But it depends on your taste - I fell in love with it and use it quite often (for admin stuff).
Even M$ is supporting Python now. With Iron-Python you have a .NET Implementation that works on Mono too. So you can use the Windows-Forms-Classes to build up GUIs (but I'd prefer wxPython, which has a huge widgetset).
More Pythonic stuff:
www.python.org
www.pygame.org
http://www.pythonchallenge.com/
http://www.awaretek.com/plf.html
http://www.tiobe.com/index.php/content/ ... index.html
And with e.g. DrPython (written in Python with the wxPython Toolkit which is very powerfull) you have a great IDE, that runs on Win, Linux, BSD and Mac.