One of the most important things to do in a game is reward the player and give them a sense of progression. For now, let's reward the player with a score we will display for them and also let the player know exactly which wave he is on. Perform the following steps:
If you are using the Unity 4.6 beta or higher versions, instead of creating the object in this way, you will need to select GameObject | Create Empty to create an empty object. Once you've done that with the object selected, then click on Component | Rendering | GUIText to add the component there.