I use py2exe to package a complex application using a number of libraries into a single exe that contains everything except the graphics resources it uses (those are in a folder in the same dir). I'd be happy to help you set it up if you need help. Poke me on IRC, I'm Kliment on freenode. I have a bat file that runs "python setup.py py2exe" and out comes an executable. I rerun that bat file when I change stuff.
