My script is pretty generic but I use the same one all the time. I was trying to see if anyone else had something else.
This is whay I say:

Hello, I am Dina Painter with Keller Williams Realty and your property address came up on my auction list and I stopped by to see if I can be of service to you.

This is all I use. They usually ask what I can do to help them in this situtation that any other agent has not been able to do. I talk about the short sale process if they need to go that way.

However, like I said I am still having a hard time getting people to open the door thinking I am with the lender or another debt collector. I just keep trying. I will go out for the day and no one will open the door but that is ok. I do not have money to advertise so I use my time.

I hope this helps and I hope others will share their scripts. I just get to the point otherwise they will close the door. They are still afraid.