Running (elaborate) external scripts on a Drupal page: feasible? good/bad idea? experiences?

I am considering the option to run a fairly elaborarte external PHP script - i.e. something which has nothing to do with Drupal - on a Drupal page (obviously with PHP enabled). It's not Mediawiki I'm talking about, but just for argument's sake let's assume that I would like to do just that, i.e. run Mediawiki from my Drupal page. Has this been done? Does it work acceptably well? Does anyone have any experience, good or bad, in this area?
My reason for considering this is, well, that Drupal feels so good as an environment. I have my Drupal site up and running for more than a year now, and it has not been giving me any unsurmountable difficulties. There are, however, things which Drupal simply doesn't do. There may be modules with some of the functionality I'm looking for, but very often there are widely popular, well-established (but external) scripts which have already established their quality. So, my question is: how about running these scripts from and within Drupal? Is that possible? Is it advisable? I'd be thrilled to read your musings.