can i add third party html java script in self hosted wordpress blog, like adsense, adbrite, analytical etc etc. im new in wordpress, please tell me. Thanks
Yes. WordPress has a Text option now for the sidebar as well. You add it under Appearance then click Widgets. You'll see it in the list. Just drag and drop. You can put in HTML and text including ads, and other widgets. Hope this helps.
I've never found a script or code that I couldn't add to a Wordpress site...either in the template files or the sidebar text widgets.