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Just thought I'd articulate something that seems to be implicit in many of
the best replies to problems on this list:

The first rule of Lua: Do it in Lua.

One of the best things about Lua is precisely that most of the things you
might want to do, including changes to the language, can be done directly in
the language itself.

Corollaries might be:

If you can't do it in Lua, do it with the API [i.e. write a library]
If you can't do it with the API, ask. You may well have missed something.
After that, it's use the source, same as usual, only by now very few people
are left unsatisfied!

-- | violence, n.  bravery for cowards