At least in left-to-right languages, scroll bars should be on the left side of the window. That is where most of the text is, so your attention tends to be on the left. Looking all the way to the right to find and manipulate the scrollbar is annoying.
Windows without scrollbar (or hiding scrollbars!) are also annoying. They are missing an indication of how far you got through the page. Therefore, infinitely scrolling pages are also bad (and for other reasons).
