Is there a script out there that allows someone to check if a username is a available on multiple different sites at one time? For example, checkusernames.com allows you to check if usernames are available for different sites. However, is there anyway to customize the script so I can check if certain usernames are available for different sites that are not listed.

I don't know of any. One could write one or modify the existing, but you should deal with a lot of CAPTCHA's...

You could write a script to do this if the site in question had a predictable way to display user pages (eg. myspace.com/username), and potentially use the response header to tell you whether or not the username was taken. However, this would be a hit and miss solution, and likely wouldn't work on a significant number of websites. This may be what checkusernames.com does -- it's probably how I would do it if I needed to.