Answer edited after clarification from OP:
If you're a vendor, then package it via the current MS recommendation, which is still MSI as far as I know. That allows people who use packaging software to incorporate it into their framework. After that, it's not your problem. If your customers put themselves in a box with so many restrictions that they can't figure out how to install software on their machines, get smarter customers.
Answer below for sysadmins:
There is no single answer for all environments, so I will give you the all-purpose answer : "It depends." It depends on the amount of money you've spent on tools, it depends on your needs, it depends on who (and how many) install software regularly, it depends on your security policies.
The last one would be really weird though - few vendors make SMB shares available over the internet.