Persistent GUI - not associated with a scene

I have been developing relativity simple games/scenes up till now so this hasn’t been an issue. My GUI is associated with a GameObject in the one scene, the player or camera. But now I have a need to switch players/cameras and possibly switch between scenes. How can I create a persistent GUI associated with the entire project, not individual scenes. Thank you.

http://docs.unity3d.com/Documentation/ScriptReference/Object.DontDestroyOnLoad.html

Great! What should I attach my GUI script too? Thanks.

I would just create an empty game object, and attach the script to that.