Create a .desktop file

Create the following text file and save it in ~/.local/share/applications/name.desktop, where "name" is a distinctive file name.

[Desktop Entry]
Name=The Name Here
Comment=Describe what it does here
Keywords=some;keywords;
Exec=/usr/bin/sh /home/username/bin/your-script
Icon=my-icon
Terminal=false
Type=Application
StartupNotify=false
OnlyShowIn=GNOME;Unity;
Categories=Development;

Icon

You can either use your own icon, use an existing one or use no icon, in which case the default one will be used. To use your own, make sure it's a square png (or svg) file and copy it to the appropriate directory in /usr/share/icons/hicolor/ (i.e. /usr/share/icons/hicolor/128x128/apps/my-icon.png). Don't forget to check the file permissions (must be readable; 644). Once it's there, you may have to rebuild the icon cache like this:

sudo gtk-update-icon-cache /usr/share/icons/hicolor/

Add to favorites

You should already be able to find the launcher by opening the "Activities" view and typing its name. Right-click it, as usual, and select "Add to Favorites".

Notes