Palace Script MT
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Palace Script MT is an early twentieth-century version of an English copperplate script. Its steep incline and dramatic color variation give its letters the appearance of being engraved. In due course, you may need other script faces in your type library, but Palace Script MT is a standard that you'll find useful on a regular basis. Because of the small x-height, you'll need to use this face in large sizes, or you won't be able to read the lowercase letters. Sparing use of the capitals is recommended, lest the frills become overwhelming.
These links will take you from the Microsoft web site to a Monotype web site. Monotype can provide many common Microsoft supplied fonts under license from Microsoft or under license from other font vendors.