On Choose Script Option Screen of Script Wizard under section Table/View Options Look at Script Data row and Turn the Option to True.

The Next Screen will ask about object types. Select all the objects that are required in the generated script. Depending on the previous screen it will show few more screen requesting deta

On the very last screen it will request output options. Select the desired output options of Script to file, Script to Clipboard or Script New Query Window.3
Clicking on Finish button will generate a review screen containing the required objects along with script generating data.
Clicking on Finish button one more time will generate the requested output.

Similarly, if you want to generate data for only one table, you can right click on the table and follow almost a similar wizard. I am sure this neat feature will help everybody who has been requesting for it for a long time.