I'm always have a special scene with my manager scripts in it. That scene is loaded first and gets never loaded again. Within your script you should cal DontDestroyOnLoad() on your gameobject. That will prevent that gameobject (and all childs and scripts that are attached) from being destroyed at LoadLevel.

You may also consider a "unity style singleton". There are many ways to implement a singleton. unsave, save and very save, but it depends on what you need.

I'll guess you use C#

// unsave
public class MyGame : MonoBehaviour
{
   public static MyGame instance = null;
   void Awake()
   {
      instance = this;
   }
}

Or the better one:

// save
public class MyGame : MonoBehaviour
{
   private static MyGame m_Instance = null;
   public static MyGame instance
   {
      get 
      {
         if (m_Instance == null)
            m_Instance = (MyGame)FindObjectOfType(typeof(MyGame));
         return m_Instance;
      }
   }
}

Here the "super save" version, but it don't make much sense because most of time you need to setup some references to prefabs and stuff in the editor. If you create that GO from scratch it would be "naked".

// super save
public class MyGame : MonoBehaviour
{
   private static MyGame m_Instance = null;
   public static MyGame instance
   {
      get 
      {
         if (m_Instance == null)
         {
            m_Instance = (MyGame)FindObjectOfType(typeof(MyGame));
            if (m_Instance == null)
            {
               GameObject GO = new GameObject("MyGame");
               m_Instance = GO.AddComponent<MyGame>();
            }
         }
         return m_Instance;
      }
   }
}

All scripts outside of folders named "Editor" are included in builds, even if they aren't used, as far as I know. (Most other assets can be included in the project but not be included in the build if they aren't necessary for the scene.) Regardless, even if I misinterpreted that fact at some point, there's no problem with what you want to do. At the very least, the scripts you need will be included. At least they always have been for me. ;-)