This is called the Early return pattern.
In your example, I would use not equals (either <> or ≠ ) instead of equals ( = ) and avoid the
Else If
statement to make it even cleaner:
If Get(ScriptParameter) ≠ "x"
Exit Script
End If
# if we get here, everything is OK
Do Stuff
Do Stuff
...
See also the Pyramid of Doom