Registering your application or script gets you a higher daily quota and is fairly simply; a step by step guide is documented here: I only need a key, what do I do?
However, what if I do want an access token, either to get around the new paging restrictions for anonymous users, to read personal information (e.g. my inbox) or to get write access? Do I have to set up a website so I can use the OAuth flow as described in the documentation](https://api.stackexchange.com/docs/authenticationdocumentation)?