Rather than creating some other util global, just extend underscore.js with any additional methods you want.

JS Util solution using underscore.js

// If you don't use underscore.js, use it (http://documentcloud.github.com/underscore/)
// Then, use underscore's mixin method to extend it with all your other utility methods
// like so:
_.mixin({
    escapeHtml: function () {
        return this.replace(/&/g,'&')
            .replace(/>/g,'>')
            .replace(/</g,'&lt;')
            .replace(/"/g,'&quot;')
            .replace(/'/g,'&#39;');
    },

    otherFunc: function () {
        // etc, etc.
    }
});

// simple. but. handy.