Each of the Tomcat 6 distros (binary core, binary deployer and source) is available as a zip file and a tarball. But binary core also has a Windows Service Installer option. What's the difference between that and the zip file? All I've been able to figure out so far is that the service provides a tray icon and doesn't provide startup/shutdown scripts in the bin folder.
Quick ref link: http://tomcat.apache.org/download-60.cgi
That's it. The zip file is just the tomcat application stored under a single directory, it's up to you to know how to use it.
The MSI installer adds the windows trimming, as you say.
I think the difference is that the Windows installer will create a Tomcat service that you'll be able to stop and start in the service admin UI.
If you just want to start and stop in a command shell as needed, use the ZIP.
I'm not sure if this is the only difference, but the zip file contains extra files in the bin directory that can be used to manually install the tomcat service on Windows. These are useful if you want to install more than one tomcat instance on a machine and have both run as services, or if you want to use a different name for the service. But for the vast majority of situations, downloading the .exe version is the fastest and easiest way to go for Windows users.