Creating variables outside a 'create function'

[Ogee]

Is it possible to create variables outside a create statement? I'd
like to do something along the lines of

SELECT INTO temp primary_key_id from a_table where
a_table.value='something';

However this seems to only work within creating functions. Probably
because it's being interpreted as standard sql instead of plpgsql.

This would probably mean the real question is can i ecapsulate a
sequence of sql statements with plpgsql?