What I mostly want to do, is quickly alter settings, add alarms etc.
It is perhaps called something else?
This is from a Windows PC. Language is not important, but I know Python and UNIX scripting.
How would this usually be done?
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As you write you know Unix scripting, you might want to take a look at apps like SH Script Runner, Script Manager, Script Kitty, and similar. They all allow you to run shell scripts on your Android device.
Also, you could utilize Tasker: create a task to run a script, and then create a shortcut to that task on your homescreen. So you have easy access to your scripts directly from there.
One thing I haven't seen mentioned yet is SL4A, the Scripting Layer for Android. This allows you run various types of scripts on your phone, Python scripts being one of them. Since SL4A isn't directly in the Play store, you may want something like QPython instead (which incorporates SL4A). Tasker, also mentioned by Izzy, has the ability to launch SL4A scripts.
Alright, well you said you are running Windows, which supports Microsoft's "batch" scripting. This is not available on your Android device because the Android operating system runs in a Linux environment. So you will need to learn "shell" scripting.
First, you need to check to see if you can run shell scripts from your phone.
use the ADB(Android Debug Shell) to open the console to your phone.
The program, "sh" should be available to you. Simple test(list files):
sh -c "ls"
Have you ever used the Android Terminal application before?
Have you ever written shell scripts before?
Take a look: http://tldp.org/LDP/abs/html/
Once you have written your scripts, you need to run them using "sh". Some applications can run scripts for you or you can do it manually using ADB.
I hope this is helpful, let me know if you need anymore help.
you can install Qpython to code python apps and make what you want: https://play.google.com/store/apps/details?id=com.hipipal.qpyplus
or you can try to tweak with tasker: https://play.google.com/store/apps/details?id=net.dinglisch.android.taskerm